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Comparison of systems of stochastic partial differential equations

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Assing, Sigurd (1999) Comparison of systems of stochastic partial differential equations. Stochastic Processes and their Applications, 82 (2). 259 - 282.

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Official URL: http://dx.doi.org/10.1016/S0304-4149(99)00031-9

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Abstract

We provide a general comparison theorem for systems of stochastic partial differential equations, which is a powerful tool to study stability as well as stochastic invariance of the corresponding solution processes. An application showing stability properties of a predator–prey system is given.

Item Type: Journal Article
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Journal or Publication Title: Stochastic Processes and their Applications
Publisher: Elsevier Science BV
ISSN: 0304-4149
Official Date: 1 August 1999
Dates:
DateEvent
1 August 1999Published
3 February 1999Accepted
Volume: 82
Number: 2
Page Range: 259 - 282
Status: Peer Reviewed
Publication Status: Published

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