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

被引：0

作者：

A. S. Asylgareev

F. S. Nasyrov

机构：

[1] Ufa State Aviation Technical University,

来源：

Siberian Mathematical Journal | 2016年 / 57卷

关键词：

equation with symmetric integrals; stochastic differential equation; stability with probability 1; comparison theorem;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：754 / 761

页数：7

共 6 条

[1]

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[2]

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[3]

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[6]

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