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Comparison of systems of stochastic partial differential equations

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  • Assing, Sigurd

Abstract

We provide a general comparison theorem for systems of stochastic partial differential equations, which is a powerful tool to study stability as well as stochastic invariance of the corresponding solution processes. An application showing stability properties of a predator-prey system is given.

Suggested Citation

  • Assing, Sigurd, 1999. "Comparison of systems of stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 259-282, August.
    • Handle: RePEc:eee:spapps:v:82:y:1999:i:2:p:259-282
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    Cited by:

    1. Carlo Marinelli, 2019. "Positivity of mild solution to stochastic evolution equations with an application to forward rates," Papers 1912.12472, arXiv.org.

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