Geodesic
On~stability and comparison theorems for~systems of~stochastic differential equations
Matematičeskie trudy, Tome 22 (2019) no. 1, pp. 3-18

Voir la notice de l'article provenant de la source Math-Net.Ru

We prove comparison theorems for stochastic differential equations (briefly, SDE) with respect to a standard multidimensional Wiener process as well as for components of systems of SDE with respect to a multidimensional Wiener process. The obtained results are applied to the study of the stability with probability 1 of the perturbed solutions to the SDE. 
@article{MT_2019_22_1_a0,
     author = {A. S. Asylgareev},
     title = {On~stability and comparison theorems for~systems of~stochastic differential equations},
     journal = {Matemati\v{c}eskie trudy},
     pages = {3--18},
     publisher = {mathdoc},
     volume = {22},
     number = {1},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2019_22_1_a0/}
}
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A. S. Asylgareev. On~stability and comparison theorems for~systems of~stochastic differential equations. Matematičeskie trudy, Tome 22 (2019) no. 1, pp. 3-18. http://geodesic.mathdoc.fr/item/MT_2019_22_1_a0/