On the comparison theorem for multidimensional SDEs with jumps

2010/06/08 by Xuehong Zhu, Zhu, Xuehong
Economics, Econometrics and Finance · Mathematics · #60H10 #60H30 #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1006.1454

openalex publication_date 2010/06/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this note, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional stochastic differential equations (SDEs) with jumps and for matrix-valued SDEs with jumps.

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