On order-preservation and positive correlations for multidimensional diffusion processes

Recommendations

scientific article; zbMATH DE number 646669
On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes
Order preservation and positive correlation for nonlinear Fokker-Planck equation
scientific article; zbMATH DE number 1978882
Order preservation for path-distribution dependent SDEs
Stochastic comparison and preservation of positive correlations for Lévy-type processes
Stochastic ordering of diffusion process and application on partial differential equations
Order preservation for multidimensional stochastic functional differential equations with jumps
scientific article; zbMATH DE number 5122706

Cites work

scientific article; zbMATH DE number 3951715 (Why is no real title available?)
scientific article; zbMATH DE number 3664138 (Why is no real title available?)
scientific article; zbMATH DE number 3780265 (Why is no real title available?)
scientific article; zbMATH DE number 53531 (Why is no real title available?)
Diffusion equation techniques in stochastic monotonicity and positive correlations
On coupling of jump processes

Cited in

(26)

Distribution dependent stochastic differential equations
Coupling for Markovian switching jump-diffusions
Dependence ordering for Markov processes on partially ordered spaces
On stochastic ordering for diffusion with jumps and applications
Comparison theorem for distribution-dependent neutral SFDEs
Local conditions for the stochastic comparison of particle systems
scientific article; zbMATH DE number 646669 (Why is no real title available?)
scientific article; zbMATH DE number 1978882 (Why is no real title available?)
On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes
On association and other forms of positive dependence for Feller processes
Stochastic duality of Markov processes: A study via generators
Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
On a Comparison Result for Markov Processes
Stochastic comparison for Lévy-type processes
Order preservation for path-distribution dependent SDEs
Diffusion equation techniques in stochastic monotonicity and positive correlations
Coupling and exponential convergence rate for Markovian switching jump diffusions
Order preservation and positive correlation for nonlinear Fokker-Planck equation
Stochastic monotonicity and duality for one-dimensional Markov processes
Order preservation for multidimensional stochastic functional differential equations with jumps
Algebraic methods toward higher-order probability inequalities. II.
Estimation of spectral gap for elliptic operators
Association and other forms of positive dependence for Feller evolution systems
Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion
Stochastic comparison and preservation of positive correlations for Lévy-type processes
THE STOCHASTIC ORDER AND CRITICAL PHENOMENA FOR SUPERPROCESSES

This page was built for publication: On order-preservation and positive correlations for multidimensional diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1326316)