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December 2000 Comparison of stochastic Volterra equations
Guillermo Ferreyra, Padamanbhan Sundar
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Bernoulli 6(6): 1001-1006 (December 2000).

Abstract

A pathwise comparison theorem for a class of one-dimensional stochastic Volterra equations driven by continuous semimartingales is proved under suitable conditions. The result is applied to equations appearing in applications.

Citation

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Guillermo Ferreyra. Padamanbhan Sundar. "Comparison of stochastic Volterra equations." Bernoulli 6 (6) 1001 - 1006, December 2000.

Information

Published: December 2000
First available in Project Euclid: 5 April 2004

zbMATH: 0984.60073
MathSciNet: MR1809731

Keywords: Semimartingales , Stochastic differential equation , Stochastic Volterra equation

Rights: Copyright © 2000 Bernoulli Society for Mathematical Statistics and Probability

Vol.6 • No. 6 • December 2000
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