On the Pathwise Comparison of Jump Processes Driven by Stochastic Intensities

DOI10.1002/MANA.19941670103zbMath0830.60010OpenAlexW1999079379MaRDI QIDQ4845793

Andreas Brandt, Günter Last

Publication date: 28 January 1996

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19941670103

zbMATH Keywords

almost sure pathwise representationcompeting risk argumentspathwise comparison theorem for jump processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

Coupling with compensators ⋮ Dynamic Stochastic Matching Under Limited Time ⋮ Stochastic relations of random variables and processes

Cites Work

• Point processes and queues. Martingale dynamics
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
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