1. Comparison of semimartingales and Lévy processes;Bergenthum;Ann. Probab.,2007
2. Criens, D., 2017. Monotone and convex stochastic orders for processes with independent increments. arXiv:1606.04993v6 [math.PR].
3. Volatility misspecification, option pricing and superreplication via coupling;Hobson;Ann. Appl. Probab.,1998
4. A comparison theorem for solutions of stochastic differential equations and its applications;Ikeda;Osaka J. Math.,1977
5. Limit Theorems for Stochastic Processes;Jacod,2003