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Invariance of cones and comparison results for some classes of diffusion processes

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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 126))

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Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1989 Springer-Verlag

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Kröger, P. (1989). Invariance of cones and comparison results for some classes of diffusion processes. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 126. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043783

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  • DOI: https://doi.org/10.1007/BFb0043783

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  • Print ISBN: 978-3-540-51299-8

  • Online ISBN: 978-3-540-46188-3

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