Stochastic Comparison for Lévy-Type Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-011-0394-z.pdf
Reference20 articles.
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3. Chen, M.F., Wang, F.Y.: On order-preservation and positive correlations for multidimensional diffusion process. Probab. Theory Relat. Fields 95, 421–428 (1993)
4. Ethier, S.N., Kurtz, T.G.: Markov Processes: Characterization and Convergence. Wiley, New York (1986)
5. Herbst, I., Pitt, L.D.: Diffusion equation techniques in stochastic monotonicity and positive correlations. Probab. Theory Relat. Fields 87, 275–312 (1991)
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