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Proceedings of the Second Japan-USSR Symposium on Probability Theory pp 310–315Cite as

Comparison theorems for solutions of one-dimensional stochastic differential equations

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 330))

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References

  1. S. Nakao: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations, (to appear).

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  2. A.V. Skorokhod: Stochastic equations for diffusion processes in a bounded region, Theory of Prob. and its Appl. 6 (1961), 264–274.

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  3. A.V. Skorokhod: Studies in the theory of random processes, Kiev Univ., Kiev, 1961.

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  4. T. Yamada: On a comparison theorem for solutions of stochastic differential equations and its applications, (to appear).

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Authors and Affiliations

  1. Department of Mathematics, Osaka University, Japan

    Shintaro Nakao

Authors
  1. Shintaro Nakao
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G. Maruyama Yu. V. Prokhorov

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© 1973 Springer-Verlag

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Nakao, S. (1973). Comparison theorems for solutions of one-dimensional stochastic differential equations. In: Maruyama, G., Prokhorov, Y.V. (eds) Proceedings of the Second Japan-USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 330. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0061496

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  • DOI: https://doi.org/10.1007/BFb0061496

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06358-2

  • Online ISBN: 978-3-540-46956-8

  • eBook Packages: Springer Book Archive

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