Document Type
Report
Source Publication Title
Technical Report 87
Abstract
It is well known [3] that the method of differential inequalities plays an important role in the qualitative theory of differential equations. It is therefore natural to expect that a similar theory would be equally important in the study of Stochastic differential systems of Ito type. As will be seen that this investigation is not straightforward extension of the deterministic situation and needs special techniques to be utilized. In this paper, we develop the theory of stochastic differential inequality of Ito type, consider the nonnegativity of solutions, prove existence of extremal solutions and derive a comparison result.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
6-1-1978
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Lakshmikantham, V. and Ladde, G. S., "Stochastic Differential Inequalities of Ito Type" (1978). Mathematics Technical Papers. 290.
https://mavmatrix.uta.edu/math_technicalpapers/290