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：
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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.
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页码：1203 / 1222
页数：19
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