Comparison theorems for stochastic differential equations in finite and infinite dimensions

@inproceedings{Gei1994ComparisonTF,
  title={Comparison theorems for stochastic differential equations in finite and infinite dimensions},
  author={Christel Gei{\ss} and Ralf Manthey},
  year={1994}
}
We prove comparison theorems for systems of ordinary stochastic differential equations as well as for stochastic partial differential equations. 

Citations

Publications citing this paper.
SHOWING 1-10 OF 11 CITATIONS

Stochastic Lotka–Volterra food chains

Comparison Theorems for the Multidimensional BDSDEs and Applications