Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A comparison theorem for stochastic differential equations under a
  Novikov-type condition   We consider a system of stochastic differential equations driven by a
standard n-dimensional Brownian motion where the drift coefficient satisfies a
Novikov-type condition while the diffusion coefficient is the identity matrix.
We define a vector Z of square integrable stochastic processes with the
following property: if the filtration of the translated Brownian motion
obtained from the Girsanov transform coincides with the one of the driving
noise then Z coincides with the unique strong solution of the equation;
otherwise the process Z solves in the strong sense a related stochastic
differential inequality. This fact together with an additional assumption will
provide a comparison result similar to well known theorems obtained in the
presence of strong solutions.

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The categories of this paper are: solv-int
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The categories of this paper are: q-alg
4
The categories of this paper are: cond-mat
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The categories of this paper are: chao-dyn
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The categories of this paper are: econ
8
The categories of this paper are: hep-ex
33
The categories of this paper are: plasm-ph
32
The categories of this paper are: atom-ph
11
The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
26
The categories of this paper are: bayes-an
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The categories of this paper are: hep-th
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The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga