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Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations

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  1. Romuald Élie & Emma Hubert & Thibaut Mastrolia & Dylan Possamaï, 2021. "Mean–field moral hazard for optimal energy demand response management," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 399-473, January.
  2. Zhang, Xinhong & Li, Wenxue & Liu, Meng & Wang, Ke, 2015. "Dynamics of a stochastic Holling II one-predator two-prey system with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 571-582.
  3. Liu, Qun & Jiang, Daqing & Hayat, Tasawar & Alsaedi, Ahmed, 2018. "Stationary distribution and extinction of a stochastic HIV-1 model with Beddington–DeAngelis infection rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 414-426.
  4. Peng Luo & Falei Wang, 2019. "Viability for Stochastic Differential Equations Driven by G-Brownian Motion," Journal of Theoretical Probability, Springer, vol. 32(1), pages 395-416, March.
  5. Zhao, Dianli, 2015. "A remark on one non-autonomous stochastic Gompertz model with delay," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 369-373.
  6. Romuald Elie & Emma Hubert & Thibaut Mastrolia & Dylan Possamai, 2019. "Mean-field moral hazard for optimal energy demand response management," Papers 1902.10405, arXiv.org, revised Mar 2020.
  7. Wang, Tianxiao & Yong, Jiongmin, 2015. "Comparison theorems for some backward stochastic Volterra integral equations," Stochastic Processes and their Applications, Elsevier, vol. 125(5), pages 1756-1798.
  8. Yu, Jingyi & Liu, Meng, 2017. "Stationary distribution and ergodicity of a stochastic food-chain model with Lévy jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 14-28.
  9. Qi, Kai & Jiang, Daqing & Hayat, Tasawar & Alsaedi, Ahmed, 2021. "Virus dynamic behavior of a stochastic HIV/AIDS infection model including two kinds of target cell infections and CTL immune responses," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 188(C), pages 548-570.
  10. Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es, 2022. "Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes," Papers 2211.04095, arXiv.org, revised Jun 2024.
  11. Frank Bosserhoff & Mitja Stadje, 2019. "Robustness of Delta Hedging in a Jump-Diffusion Model," Papers 1910.08946, arXiv.org, revised Apr 2022.
  12. Hidekazu Yoshioka & Yuta Yaegashi, 2020. "A growth rate control problem of harmful species population and its application to algae bloom," Environment Systems and Decisions, Springer, vol. 40(1), pages 107-124, March.
  13. Wang, Liang & Jiang, Daqing & Feng, Tao, 2022. "Threshold dynamics in a stochastic chemostat model under regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 599(C).
  14. Abel Azze & Bernardo D'Auria & Eduardo Garc'ia-Portugu'es, 2022. "Optimal stopping of Gauss-Markov bridges," Papers 2211.05835, arXiv.org, revised Jun 2024.
  15. Sabbar, Yassine & Din, Anwarud & Kiouach, Driss, 2023. "Influence of fractal–fractional differentiation and independent quadratic Lévy jumps on the dynamics of a general epidemic model with vaccination strategy," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
  16. Cao, Zhongwei & Feng, Wei & Wen, Xiangdan & Zu, Li, 2019. "Dynamical behavior of a stochastic SEI epidemic model with saturation incidence and logistic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 894-907.
  17. Yuxiao Zhao & Linshan Wang, 2022. "Practical Exponential Stability of Impulsive Stochastic Food Chain System with Time-Varying Delays," Mathematics, MDPI, vol. 11(1), pages 1-12, December.
  18. Wu, Jian, 2018. "Stability of a three-species stochastic delay predator–prey system with Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 492-505.
  19. Sabbar, Yassine & Kiouach, Driss & Rajasekar, S.P. & El-idrissi, Salim El Azami, 2022. "The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
  20. Liu, Qun & Chen, Qingmei, 2015. "Asymptotic behavior of a stochastic non-autonomous predator-prey system with jumps," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 418-428.
  21. Kiouach, Driss & El-idrissi, Salim El Azami & Sabbar, Yassine, 2023. "An improvement of the extinction sufficient conditions for a higher-order stochastically disturbed AIDS/HIV model," Applied Mathematics and Computation, Elsevier, vol. 447(C).
  22. Wu, Jian, 2020. "Dynamics of a two-predator one-prey stochastic delay model with Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
  23. Liu, Qun & Jiang, Daqing, 2020. "Dynamical behavior of a higher order stochastically perturbed HIV/AIDS model with differential infectivity and amelioration," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
  24. Yassine Sabbar & Mehmet Yavuz & Fatma Özköse, 2022. "Infection Eradication Criterion in a General Epidemic Model with Logistic Growth, Quarantine Strategy, Media Intrusion, and Quadratic Perturbation," Mathematics, MDPI, vol. 10(22), pages 1-16, November.
  25. Liu, Qun & Chen, Qingmei, 2015. "Dynamics of stochastic delay Lotka–Volterra systems with impulsive toxicant input and Lévy noise in polluted environments," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 52-67.
  26. Yang, Fen-Fen & Yuan, Chenggui, 2022. "Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 184(C).
  27. Sheng Wang & Linshan Wang & Tengda Wei, 2017. "Well-Posedness and Asymptotic Behaviors for a Predator-Prey System with Lévy Noise," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 715-725, September.
  28. 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.
  29. Yang, Jiangtao, 2020. "Threshold behavior in a stochastic predator–prey model with general functional response," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
  30. Liu, Qun & Jiang, Daqing & Hayat, Tasawar & Alsaedi, Ahmed & Ahmad, Bashir, 2020. "Dynamical behavior of a higher order stochastically perturbed SIRI epidemic model with relapse and media coverage," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  31. Luo, Peng & Wang, Falei, 2015. "On the comparison theorem for multi-dimensional G-SDEs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 38-44.
  32. Guirong Liu & Rong Liu, 2019. "Dynamics of a Stochastic Three-Species Food Web Model with Omnivory and Ratio-Dependent Functional Response," Complexity, Hindawi, vol. 2019, pages 1-19, November.
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