On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes
| dc.contributor.author | Luo, Peng | |
| dc.contributor.author | Jia, Guangyan | |
| dc.date.accessioned | 2015-04-09T07:12:53Z | |
| dc.date.available | 2015-04-09T07:12:53Z | |
| dc.date.issued | 2015 | eng |
| dc.description.abstract | In this article, we prove a comparison theorem for multidimensional stochastic differential equations driven by G-Brownian motion (G-SDEs, for short). Moreover, we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and order-preservation for two multidimensional G-diffusion processes. Finally, we give some applications. | eng |
| dc.description.version | published | |
| dc.identifier.doi | 10.1080/07362994.2014.973966 | eng |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/30697 | |
| dc.language.iso | eng | eng |
| dc.subject | G-diffusion processes, G-SDE, Comparison theorem, Monotonicity, Order preservation, Primary 60H10, 60H30, Secondary 35K55 | eng |
| dc.subject.ddc | 510 | eng |
| dc.title | On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes | eng |
| dc.type | JOURNAL_ARTICLE | eng |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @article{Luo2015Monot-30697,
year={2015},
doi={10.1080/07362994.2014.973966},
title={On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes},
number={1},
volume={33},
issn={0736-2994},
journal={Stochastic Analysis and Applications},
pages={67--90},
author={Luo, Peng and Jia, Guangyan}
} | |
| kops.citation.iso690 | LUO, Peng, Guangyan JIA, 2015. On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes. In: Stochastic Analysis and Applications. 2015, 33(1), pp. 67-90. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.973966 | deu |
| kops.citation.iso690 | LUO, Peng, Guangyan JIA, 2015. On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes. In: Stochastic Analysis and Applications. 2015, 33(1), pp. 67-90. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.973966 | eng |
| kops.citation.rdf | <rdf:RDF
xmlns:dcterms="http://purl.org/dc/terms/"
xmlns:dc="http://purl.org/dc/elements/1.1/"
xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
xmlns:bibo="http://purl.org/ontology/bibo/"
xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
xmlns:foaf="http://xmlns.com/foaf/0.1/"
xmlns:void="http://rdfs.org/ns/void#"
xmlns:xsd="http://www.w3.org/2001/XMLSchema#" >
<rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/30697">
<dc:contributor>Jia, Guangyan</dc:contributor>
<foaf:homepage rdf:resource="http://localhost:8080/"/>
<dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-04-09T07:12:53Z</dcterms:available>
<void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
<dc:creator>Luo, Peng</dc:creator>
<dcterms:issued>2015</dcterms:issued>
<dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dcterms:abstract xml:lang="eng">In this article, we prove a comparison theorem for multidimensional stochastic differential equations driven by G-Brownian motion (G-SDEs, for short). Moreover, we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and order-preservation for two multidimensional G-diffusion processes. Finally, we give some applications.</dcterms:abstract>
<bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/30697"/>
<dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2015-04-09T07:12:53Z</dc:date>
<dc:contributor>Luo, Peng</dc:contributor>
<dc:language>eng</dc:language>
<dc:creator>Jia, Guangyan</dc:creator>
<dcterms:title>On Monotonicity and Order-Preservation for Multidimensional G-Diffusion Processes</dcterms:title>
<dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
</rdf:Description>
</rdf:RDF> | |
| kops.sourcefield | Stochastic Analysis and Applications. 2015, <b>33</b>(1), pp. 67-90. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.973966 | deu |
| kops.sourcefield.plain | Stochastic Analysis and Applications. 2015, 33(1), pp. 67-90. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.973966 | deu |
| kops.sourcefield.plain | Stochastic Analysis and Applications. 2015, 33(1), pp. 67-90. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.973966 | eng |
| relation.isAuthorOfPublication | 94d06c95-e2ac-49b7-a85a-31514072dbd4 | |
| relation.isAuthorOfPublication.latestForDiscovery | 94d06c95-e2ac-49b7-a85a-31514072dbd4 | |
| source.bibliographicInfo.fromPage | 67 | eng |
| source.bibliographicInfo.issue | 1 | eng |
| source.bibliographicInfo.toPage | 90 | eng |
| source.bibliographicInfo.volume | 33 | eng |
| source.identifier.eissn | 1532-9356 | eng |
| source.identifier.issn | 0736-2994 | eng |
| source.periodicalTitle | Stochastic Analysis and Applications | eng |
| temp.internal.duplicates | <p>Keine Dubletten gefunden. Letzte Überprüfung: 16.01.2015 08:18:55</p> | deu |