Comparison of stochastic Volterra equations

Authors
Ferreyra, G Sundar, P
Citation
G. Ferreyra et P. Sundar, Comparison of stochastic Volterra equations, BERNOULLI, 6(6), 2000, pp. 1001-1006
Citations number
7
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
6
Issue
6
Year of publication
2000
Pages
1001 - 1006
Database
ISI
SICI code
1350-7265(200012)6:6<1001:COSVE>2.0.ZU;2-P
Abstract
A pathwise comparison theorem for a class of one-dimensional stochastic Vol terra equations driven by continuous semimartingales is proved under suitab le conditions. The result is applied to equations appearing in applications .