Monotonicity and comparison results for nonnegative dynamic systems. Part II: Continuous-time case
Nico M. van Dijk, Karel Sladký (2006)
Kybernetika
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This second Part II, which follows a first Part I for the discrete-time case (see [DijkSl1]), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case. In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted. The...