Order Preservation for Path-Distribution Dependent SDEs
Probability
2017-10-25 v1
Abstract
Sufficient and necessary conditions are presented for the order preservation of path-distribution dependent SDEs. Differently from the corresponding study of distribution independent SDEs, to investigate the necessity of order preservation for the present model we need to construct a family of probability spaces in terms of the ordered pair of initial distributions.
Cite
@article{arxiv.1710.08569,
title = {Order Preservation for Path-Distribution Dependent SDEs},
author = {Xing Huang and Chang Liu and Feng-Yu Wang},
journal= {arXiv preprint arXiv:1710.08569},
year = {2017}
}
Comments
12 pages