On monotonicity and order-preservation for multidimensional G-diffusion processes
Probability
2014-10-07 v3
Abstract
In this paper, we prove a comparison theorem for multidimensional G-SDEs. Moreover we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and order-preservation for two multidimensional G-diffusion processes. Finally, we give some applications.
Keywords
Cite
@article{arxiv.1402.4633,
title = {On monotonicity and order-preservation for multidimensional G-diffusion processes},
author = {Peng Luo and Guangyan Jia},
journal= {arXiv preprint arXiv:1402.4633},
year = {2014}
}
Comments
arXiv admin note: text overlap with arXiv:1212.5403, arXiv:1306.1929 by other authors. text overlap with arXiv:1212.5403, arXiv:1306.1929, arXiv:0910.3871 by other authors