Stochastic monotonicity and order-preservation for a type of nonlinear semigroups
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DOI: 10.1016/j.spl.2012.10.002
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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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Keywords
Nonlinear semigroup; Order-preservation; Monotonicity; FBSDE;All these keywords.
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