{
  "id": "1102.2165",
  "version": "v1",
  "published": "2011-02-10T16:30:43.000Z",
  "updated": "2011-02-10T16:30:43.000Z",
  "title": "Comparison Theorem for Stochastic Differential Delay Equations with Jumps",
  "authors": [
    "Jianhai Bao",
    "Chenggui Yuan"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we establish a comparison theorem for stochastic differential delay equations with jumps. An example is constructed to demonstrate that the comparison theorem need not hold whenever the diffusion term contains a delay function although the jump-diffusion coefficient could contain a delay function. Moreover, another example is established to show that the comparison theorem is not necessary to be true provided that the jump-diffusion term is non-increasing with respect to the delay variable.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-02-10T16:30:43.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "39A11",
      "37H10",
      "39A11"
    ],
    "keywords": [
      "stochastic differential delay equations",
      "comparison theorem",
      "delay function",
      "diffusion term contains",
      "jump-diffusion coefficient"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1102.2165B"
    }
  }
}