A comparison theorem for conditioned Markov processes

DOI10.2307/3214741MaRDI QIDQ3210676zbMATH OpenOpenAlexFDO

Authors 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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Cited in

(5)

• Stochastic comparison for Markov processes on a product of partially ordered sets
• The heat equation and reflected Brownian motion in time-dependent domains.
• Remarks on sequential comparison of two Markov chains
• Coexistence of macroparasites without direct interactions
• Comparison theory for Markov chains on different state spaces and application to random walk on derangements

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