On monotonicity and order-preservation for multidimensional G-diffusion processes

Published 19 Feb 2014 in math.PR | (1402.4633v3)

Abstract: In this paper, we prove a comparison theorem for multidimensional G-SDEs. 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.

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