Geodesic
A comparison theorem for stochastic equations with integrals on martingales and random measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 425-433

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

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. 
@article{TVP_1982_27_3_a1,
     author = {L. I. Gal'\v{c}uk},
     title = {A comparison theorem for stochastic equations with integrals on martingales and random measures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {425--433},
     publisher = {mathdoc},
     volume = {27},
     number = {3},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a1/}
}
TY  - JOUR
AU  - L. I. Gal'čuk
TI  - A comparison theorem for stochastic equations with integrals on martingales and random measures
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1982
SP  - 425
EP  - 433
VL  - 27
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a1/
LA  - ru
ID  - TVP_1982_27_3_a1
ER  - 
%0 Journal Article
%A L. I. Gal'čuk
%T A comparison theorem for stochastic equations with integrals on martingales and random measures
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 425-433
%V 27
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a1/
%G ru
%F TVP_1982_27_3_a1
L. I. Gal'čuk. A comparison theorem for stochastic equations with integrals on martingales and random measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 425-433. http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a1/