Stochastic comparison and preservation of positive correlations for Lévy-type processes

DOI10.1007/s10114-009-7670-1zbMath1180.60062OpenAlexW2167303184MaRDI QIDQ1034298

Jie Ming Wang

Publication date: 11 November 2009

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-009-7670-1

zbMATH Keywords

Lévy-type processesstochastic monotonepreservation of positive correlations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Markov renewal processes, semi-Markov processes (60K15) Random measures (60G57)

Related Items (5)

Stochastic comparison for Lévy-type processes ⋮ Stochastic monotonicity and duality for one-dimensional Markov processes ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ On association and other forms of positive dependence for Feller processes ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems

Cites Work

• Comparison of semimartingales and Lévy processes
• Symmetric Lévy type operator
• Stochastic inequalities on partially ordered spaces
• Diffusion equation techniques in stochastic monotonicity and positive correlations
• On order-preservation and positive correlations for multidimensional diffusion processes
• Sufficient and necessary conditions for stochastic comparability of jump processes
• Association and random measures
• Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
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