COMPARISON THEOREM FOR NEUTRAL STOCHASTIC INTEGRO-DIFFERENTIAL EQUATIONS IN HILBERT SPACE
Journal Title: Дослідження в математиці і механіці - Year 2018, Vol 23, Issue 2
Abstract
In the present paper, we will discuss a comparison result for solutions to the Cauchy problems for two stochastic differential equations with delay. On this subject number of authors have obtained their comparison results. We deal with the Cauchy problems for two neutral stochastic integro-differential equations. Except transient- (or drift-) and diffusion-coefficients, our equations include also one integro-differential term. Basic difference of our case from the case of all earlier investigated problems is presence of this term. We intoduce a concept of solutions to our problems and prove the comparison theorem for them. According to our result, under certain assumptions on coefficients of equations under consideration, their solutions depend on the transient-coefficients in a monotone way.
Authors and Affiliations
A. O. Tsukanova
Keywords
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- EP ID EP558814
- DOI 10.18524/2519-206x.2018.2(32).149710
- Views 95
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