Timeline for Inverse comparison principle for stochastic differential equations
Current License: CC BY-SA 4.0
8 events
when toggle format | what | by | license | comment | |
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Aug 3, 2023 at 20:13 | comment | added | Thomas Kojar | I can understand maybe $X_{s}=Y_{s}$, but the drifts $b_{x}<b_{y}$, would likely just give again $X_{s}\leq Y_{s}$. | |
Aug 3, 2023 at 20:08 | comment | added | Fawen90 | @ThomasKojar No. Knowing $X_t=Y_t$, I wish to show $X_s\ge Y_s$ for $s\le t$. Roughly speaking, knowing the present, does the comparison principle say something about the history? | |
Aug 3, 2023 at 20:06 | comment | added | Thomas Kojar | So then if I understand correctly, your concern is whether this bridging process still satisfies the comparison? | |
Aug 3, 2023 at 20:06 | comment | added | Thomas Kojar | did you mean to write $X_{s}\leq Y_{s}$? | |
Jul 11, 2023 at 0:06 | history | edited | Michael Hardy | CC BY-SA 4.0 |
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Jul 10, 2023 at 19:26 | history | edited | Fawen90 | CC BY-SA 4.0 |
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Jul 10, 2023 at 18:58 | history | edited | Fawen90 | CC BY-SA 4.0 |
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Jul 10, 2023 at 15:23 | history | asked | Fawen90 | CC BY-SA 4.0 |