Comparison Theorem for Distribution Dependent Neutral SFDEs
Probability
2019-04-12 v2
Abstract
In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are also necessary when the coefficients are continuous. Under sufficient conditions, the result extends the one in the distribution independent case, and the necessity of these conditions is new even in distribution independent case.
Cite
@article{arxiv.1903.02360,
title = {Comparison Theorem for Distribution Dependent Neutral SFDEs},
author = {Xing Huang and Chenggui Yuan},
journal= {arXiv preprint arXiv:1903.02360},
year = {2019}
}
Comments
17 pages