Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Jiaowan Luo

doi:10.4171/zaa/1336

JournalszaaVol. 26, No. 4pp. 467–471

Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Jiaowan Luo
Guangzhou University, China
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Abstract

A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.

Cite this article

Jiaowan Luo, Stochastic Comparison of Solutions of Stochastic Functional Differential Equations. Z. Anal. Anwend. 26 (2007), no. 4, pp. 467–471

DOI 10.4171/ZAA/1336