{
  "id": "1210.5926",
  "version": "v3",
  "published": "2012-10-22T15:17:06.000Z",
  "updated": "2015-01-03T16:05:46.000Z",
  "title": "A comparison principle for stochastic integro-differential equations",
  "authors": [
    "Konstantinos Dareiotis",
    "Istvan Gyongy"
  ],
  "comment": "20 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued, continuous semimartingales, to the case of discontinuous semimartingales.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-04-15T11:23:08.000Z",
      "journal": null,
      "doi": null
    },
    {
      "version": "v3",
      "updated": "2015-01-03T16:05:46.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15"
    ],
    "keywords": [
      "comparison principle",
      "stochastic integro-differential equations driven",
      "semimartingales",
      "ito formula",
      "levy processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 20,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.5926D"
    }
  }
}