dc.contributor.author | Lakshmikantham, V. | en |
dc.contributor.author | Ladde, G. S. | en |
dc.date.accessioned | 2010-06-04T13:34:59Z | en |
dc.date.available | 2010-06-04T13:34:59Z | en |
dc.date.issued | 1978-06 | en |
dc.identifier.uri | http://hdl.handle.net/10106/2357 | en |
dc.description.abstract | **Please note that the full text is embargoed** 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. | en |
dc.language.iso | en_US | en |
dc.publisher | University of Texas at Arlington | en |
dc.relation.ispartofseries | Technical Report;87 | en |
dc.subject | Ito type | en |
dc.subject | Nonnegativity of solutions | en |
dc.subject | Existence of extremal solutions | en |
dc.subject | Comparison theorems | en |
dc.subject | Stochastic differential inequalities | en |
dc.subject.lcsh | Mathematics Research | en |
dc.title | Stochastic Differential Inequalities of Ito Type | en |
dc.type | Technical Report | en |
dc.publisher.department | Department of Mathematics | en |