JournalszaaVol. 26 , No. 4DOI 10.4171/zaa/1336

Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

  • Jiaowan Luo

    Guangzhou University, China
Stochastic Comparison of Solutions of Stochastic Functional Differential Equations cover

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.