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Sibirskii Matematicheskii Zhurnal, 2016, Volume 57, Number 5, Pages 969–977
DOI: https://doi.org/10.17377/smzh.2016.57.502 (Mi smj2797) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations

A. S. Asylgareev, F. S. Nasyrov

Ufa State Aviation Technical University, Ufa, Russia
Full-text PDF (279 kB) Citations (5)
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DOI: https://doi.org/10.17377/smzh.2016.57.502
Abstract: We prove the comparison theorems for scalar stochastic differential equations in the case of different diffusion coefficients. Conditions are given of stability with probability 1 with respect to the trivial solution to stochastic differential equations with random coefficients. The results remain valid for deterministic analogs of stochastic differential equations with symmetric integrals.
Keywords: equation with symmetric integrals, stochastic differential equation, stability with probability 1, comparison theorem.
Received: 07.06.2015
English version:
Siberian Mathematical Journal, 2016, Volume 57, Issue 5, Pages 754–761
DOI: https://doi.org/10.1134/S0037446616050025
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. S. Asylgareev, F. S. Nasyrov, “Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations”, Sibirsk. Mat. Zh., 57:5 (2016), 969–977; Siberian Math. J., 57:5 (2016), 754–761
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Сибирский математический журнал Siberian Mathematical Journal
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