A comparison principle for stochastic integro-differential equations
  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. 
Konstantinos Dareiotis and Istvan Gyongy
math.PR