On monotonicity and order-preservation for multidimensional G-diffusion processes

Abstract

In this paper, we prove a comparison theorem for multidimensional G-SDEs. Moreover we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and order-preservation for two multidimensional G-diffusion processes. Finally, we give some applications.

arXiv admin note: text overlap with arXiv:1212.5403, arXiv:1306.1929 by other authors. text overlap with arXiv:1212.5403, arXiv:1306.1929, arXiv:0910.3871 by other authors