A Comparison Principle for Stochastic Integro-Differential Equations

被引：0
|
作者：
Konstantinos Anastasios Dareiotis
István Gyöngy
机构：
[1] School of Mathematics University of Edinburgh King’s Buildings Edinburgh,
来源：
Potential Analysis | 2014年 / 41卷
关键词：
Comparison principle; Itô’s formula; SPDE; Lévy processes; 60H15; 35R09;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A comparison principle for stochastic integro-differential equations driven by Lévy processes is proved. This result is obtained via an extension of an Itô formula, proved by N.V. Krylov, for the square of the norm of the positive part of L2 − valued, continuous semimartingales, to the case of discontinuous semimartingales.
引用
收藏
页码：1203 / 1222
页数：19
相关论文
共 50 条
  • [21] Analysis of stability for stochastic delay integro-differential equations
    Zhang, Yu
    Li, Longsuo
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018,
  • [22] A new comparison principle and its application to nonlinear impulsive functional integro-differential equations
    Yingmin Hou
    Lihong Zhang
    Guotao Wang
    Advances in Difference Equations, 2018
  • [23] A new comparison principle and its application to nonlinear impulsive functional integro-differential equations
    Hou, Yingmin
    Zhang, Lihong
    Wang, Guotao
    ADVANCES IN DIFFERENCE EQUATIONS, 2018,
  • [24] Numerical method for investigation of stability of stochastic integro-differential equations
    Moscow State Univ of Means, Communication, Moscow, Russia
    Appl Numer Math, 2-3 (191-201):
  • [25] Qualitative Behaviour of Stochastic Integro-differential Equations with Random Impulses
    Kasinathan, Ravikumar
    Kasinathan, Ramkumar
    Sandrasekaran, Varshini
    Nieto, Juan J.
    QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, 2023, 22 (02)
  • [26] Asymptotic stability of neutral stochastic functional integro-differential equations
    Diop, Mamadou Abdoul
    Caraballo, Tomas
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2015, 20 : 1 - 14
  • [27] On dual Bernstein polynomials and stochastic fractional integro-differential equations
    Sayevand, Khosro
    Tenreiro Machado, J.
    Masti, Iman
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2020, 43 (17) : 9928 - 9947
  • [28] Null controllability of fractional stochastic delay integro-differential equations
    Ahmed, Hamdy M.
    El-Borai, Mahmoud M.
    El-Owaidy, H. M.
    Ghanem, A. S.
    JOURNAL OF MATHEMATICS AND COMPUTER SCIENCE-JMCS, 2019, 19 (03): : 143 - 150
  • [29] Qualitative Behaviour of Stochastic Integro-differential Equations with Random Impulses
    Ravikumar Kasinathan
    Ramkumar Kasinathan
    Varshini Sandrasekaran
    Juan J. Nieto
    Qualitative Theory of Dynamical Systems, 2023, 22
  • [30] Numerical method for investigation of stability of stochastic integro-differential equations
    Potapov, VD
    APPLIED NUMERICAL MATHEMATICS, 1997, 24 (2-3) : 191 - 201
12345