A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
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- Geiß, Christel & Manthey, Ralf, 1994. "Comparison theorems for stochastic differential equations in finite and infinite dimensions," Stochastic Processes and their Applications, Elsevier, vol. 53(1), pages 23-35, September.
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- Jackson Loper, 2020. "Uniform Ergodicity for Brownian Motion in a Bounded Convex Set," Journal of Theoretical Probability, Springer, vol. 33(1), pages 22-35, March.
- Vladislav Krasin & Ivan Smirnov & Alexander Melnikov, 2018. "Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes," Annals of Finance, Springer, vol. 14(2), pages 195-209, May.
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Keywords
Stochastic differential inequality Comparison theorem Semimartingale Monotone iteration;Statistics
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