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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 3, Pages 425–433 (Mi tvp2376)  
This article is cited in 11 scientific papers (total in 11 papers)

A comparison theorem for stochastic equations with integrals on martingales and random measures

L. I. Gal'čuk

Moscow
Full-text PDF (572 kB) Citations (11)
Abstract: We prove a comparison theorem for the solutions of general stochastic integral equations containing integrals on semimartingale's components. The equations with integrals on the Wiener process and the Poisson random measure are particular cases of the considered equations. It is proved that if the drift coefficient and the jump function for one equation are (in some sence) larger then for the other then the solution of the first equation is larger too.
Received: 25.11.1980
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 3, Pages 450–460
DOI: https://doi.org/10.1137/1127055
Bibliographic databases:
Language: Russian
Citation: L. I. Gal'čuk, “A comparison theorem for stochastic equations with integrals on martingales and random measures”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 425–433; Theory Probab. Appl., 27:3 (1983), 450–460
Citation in format AMSBIB
\Bibitem{Gal82}
\by L.~I.~Gal'{\v{c}}uk
\paper A comparison theorem for stochastic equations with integrals on martingales and random measures
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 3
\pages 425--433
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=673916}
\zmath{https://zbmath.org/?q=an:0516.60074}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 450--460
\crossref{https://doi.org/10.1137/1127055}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983RJ51700002}
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  • https://www.mathnet.ru/eng/tvp/v27/i3/p425
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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