Sufficient and necessary conditions for stochastic comparability of jump processes

DOI10.1007/s101149900029zbMath0957.60082OpenAlexW2073448795MaRDI QIDQ1569957

Yuhui Zhang

Publication date: 29 March 2001

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

Full work available at URL: https://doi.org/10.1007/s101149900029

zbMATH Keywords

uniquenessconservativestochastically comparabletotally stable

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items

Stochastic comparison for Lévy-type processes ⋮ Generalised fractional evolution equations of Caputo type ⋮ Coupling for Markovian switching jump-diffusions ⋮ Stochastic monotonicity and duality for one-dimensional Markov processes ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ Stochastic comparison and preservation of positive correlations for Lévy-type processes ⋮ Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions

Cites Work

• On coupling of jump processes
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson
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