On the comparison theorem for multidimensional SDEs with jumps
Probability
2010-06-09 v1
Abstract
In this note, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional stochastic differential equations (SDEs) with jumps and for matrix-valued SDEs with jumps.
Keywords
Cite
@article{arxiv.1006.1454,
title = {On the comparison theorem for multidimensional SDEs with jumps},
author = {Xuehong Zhu},
journal= {arXiv preprint arXiv:1006.1454},
year = {2010}
}
Comments
10 pages