A Comparison Principle for Stochastic Integro-Differential Equations

Dareiotis, K and Gyöngy, I (2014) A Comparison Principle for Stochastic Integro-Differential Equations. Potential Analysis, 41. pp. 1203-1222. ISSN 0926-2601

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Dareiotis, K
  • Gyöngy, I
Copyright, Publisher and Additional Information:

© Springer Science+Business Media Dordrecht 2014. This is an author produced version of a paper published in Potential Analysis. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Comparison principle; Itˆo’s formula; SPDE; L´evy processes
Dates:
  • Published: November 2014
  • Published (online): 7 June 2014
  • Accepted: 13 May 2014
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 27 Jan 2020 12:26
Last Modified: 27 Jan 2020 12:27
Status: Published
Publisher: Springer Nature
Identification Number: 10.1007/s11118-014-9416-7
Open Archives Initiative ID (OAI ID):

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