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On the comparison theorem for multidimensional SDEs with jumps

Authors
  • Zhu, Xuehong
Type
Preprint
Publication Date
Jun 08, 2010
Submission Date
Jun 08, 2010
Source
arXiv
License
Yellow
External links

Abstract

In this note, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional stochastic differential equations (SDEs) with jumps and for matrix-valued SDEs with jumps.

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