Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem

作者：Yang Zhe^*; Wei Lifeng; Elliott Robert J

来源：Stochastic Analysis and Applications, 2013, 31(4): 539-551.

DOI：10.1080/07362994.2013.777284

• Comparison theorem
• Multiple solutions
• Stochastic differential delay equations
• Stochastic differential equations
• 60H10
• 60H20

In this article, we discuss the existence of multiple solutions to a one-dimensional stochastic differential delay equation with continuous drift coefficients and derive a related comparison theorem.

• 出版日期2013-7-1
• 单位山东大学; 中国海洋大学