A comparison theorem for conditioned Markov processes

DOI10.2307/3214741zbMath0723.60096OpenAlexW2050402758MaRDI QIDQ3210676

Gareth O. Roberts

Publication date: 1991

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214741

zbMATH Keywords

comparison theoremstrongly stochastically monotonicity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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