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Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations
Authors:A S Asylgareev  F S Nasyrov
Abstract:We prove the comparison theorems for scalar stochastic differential equations in the case of different diffusion coefficients. Conditions are given of stability with probability 1 with respect to the trivial solution to stochastic differential equations with random coefficients. The results remain valid for deterministic analogs of stochastic differential equations with symmetric integrals.
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