Comparison of stochastic Volterra equations
Ferreyra, Guillermo ; Sundar, Padamanbhan
Bernoulli, Tome 6 (2000) no. 6, p. 1001-1006 / Harvested from Project Euclid
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A pathwise comparison theorem for a class of one-dimensional stochastic Volterra equations driven by continuous semimartingales is proved under suitable conditions. The result is applied to equations appearing in applications.
Publié le : 2000-12-14
Classification:  semimartingales,  stochastic differential equation,  stochastic Volterra equation 
@article{1081194156,
     author = {Ferreyra, Guillermo and Sundar, Padamanbhan},
     title = {Comparison of stochastic Volterra equations},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 1001-1006},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081194156}
}

Ferreyra, Guillermo; Sundar, Padamanbhan. Comparison of stochastic Volterra equations. Bernoulli, Tome 6 (2000) no. 6, pp.  1001-1006. http://gdmltest.u-ga.fr/item/1081194156/