Order Preservation for Path-Distribution Dependent SDEs

Xing Huang; Chang Liu; Feng-Yu Wang

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arXiv · 1710.08569

Order Preservation for Path-Distribution Dependent SDEs

Xing Huang·Chang Liu·Feng-Yu Wang

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Abstract

Sufficient and necessary conditions are presented for the order preservation of path-distribution dependent SDEs. Differently from the corresponding study of distribution independent SDEs, to investigate the necessity of order preservation for the present model we need to construct a family of probability spaces in terms of the ordered pair of initial distributions.

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Xing Huang, Chang Liu, Feng-Yu Wang. 2017-10-24. Order Preservation for Path-Distribution Dependent SDEs. https://arxiv.org/abs/1710.08569

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