$$L^{\alpha -1}$$ distance between two one-dimensional stochastic differential equations driven by a symmetric $$\alpha$$-stable process

2020 ◽  
Vol 37 (3) ◽  
pp. 929-956
Author(s):  
Takuya Nakagawa
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stable Process ◽  
One Dimensional

Comparison Theorem for any Solutions of Backward Stochastic Differential Equations and its Application

2012 ◽  
Vol 524-527 ◽  
pp. 3801-3804
Author(s):  
Shi Yu Li ◽  
Wu Jun Gao ◽  
Jin Hui Wang
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Comparison Theorem ◽  
Backward Stochastic Differential Equations ◽  
Stochastic Equations ◽  
Local Martingale ◽  
One Dimensional ◽  
Lipschitz Continuous ◽  
The One ◽  
Uniformly Lipschitz

ƒIn this paper, we study the one-dimensional backward stochastic equations driven by continuous local martingale. We establish a generalized the comparison theorem for any solutions where the coefficient is uniformly Lipschitz continuous in z and is equi-continuous in y.

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