%0 Journal Article %1 MR1747185 %A Ferreyra, G. %A Sundar, P. %D 2000 %J Stochastic Anal. Appl. %K SDE comparison_theorem linear_SDE %N 2 %P 211--229 %R 10.1080/07362990008809665 %T Comparison of solutions of stochastic equations and applications %U http://dx.doi.org/10.1080/07362990008809665 %V 18 %X Pathwise comparison of solutions to a class of stochastic systems of differential equations is proved which extends the existing result of Geiand Manthey. When the diffusion coefficients are defferent, the Gal'caronhuk-Davis method is extended to establish the comparision results. We illustrate our results with several examples some of which arise in stochastic finance theory

@article{MR1747185, abstract = {Pathwise comparison of solutions to a class of stochastic systems of differential equations is proved which extends the existing result of Gei\ss and Manthey. When the diffusion coefficients are defferent, the Gal'\u{c}aronhuk-Davis method is extended to establish the comparision results. We illustrate our results with several examples some of which arise in stochastic finance theory }, added-at = {2010-01-26T23:27:18.000+0100}, author = {Ferreyra, G. and Sundar, P.}, biburl = {https://www.bibsonomy.org/bibtex/2a66c199a8816198386c827ad9905de8a/peter.ralph}, coden = {SAAPDA}, description = {MR: Selected Matches for: Author=(Ferreyra) AND Title=(stochastic equations)}, doi = {10.1080/07362990008809665}, fjournal = {Stochastic Analysis and Applications}, interhash = {4d4f9a2b9dd117ec9c263cfd33fee828}, intrahash = {a66c199a8816198386c827ad9905de8a}, issn = {0736-2994}, journal = {Stochastic Anal. Appl.}, keywords = {SDE comparison_theorem linear_SDE}, mrclass = {60H10 (91B28)}, mrnumber = {MR1747185 (2001h:60107)}, mrreviewer = {Toshio Yamada}, number = 2, pages = {211--229}, timestamp = {2010-01-26T23:27:18.000+0100}, title = {Comparison of solutions of stochastic equations and applications}, url = {http://dx.doi.org/10.1080/07362990008809665}, volume = 18, year = 2000 }