On order-preservation and positive correlations for multidimensional diffusion processes
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Publication:1326316
DOI10.1007/BF01192172zbMath0792.60072OpenAlexW1984683280MaRDI QIDQ1326316
Publication date: 24 July 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01192172
Related Items (23)
Algebraic methods toward higher-order probability inequalities. II. ⋮ Order preservation and positive correlation for nonlinear Fokker-Planck equation ⋮ Stochastic comparison for Lévy-type processes ⋮ On stochastic ordering for diffusion with jumps and applications ⋮ Order preservation for path-distribution dependent SDEs ⋮ Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion ⋮ Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Coupling for Markovian switching jump-diffusions ⋮ Stochastic monotonicity and duality for one-dimensional Markov processes ⋮ Order preservation for multidimensional stochastic functional differential equations with jumps ⋮ Local conditions for the stochastic comparison of particle systems ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ Comparison theorem for distribution-dependent neutral SFDEs ⋮ Dependence ordering for Markov processes on partially ordered spaces ⋮ On a Comparison Result for Markov Processes ⋮ Distribution dependent stochastic differential equations ⋮ THE STOCHASTIC ORDER AND CRITICAL PHENOMENA FOR SUPERPROCESSES ⋮ On association and other forms of positive dependence for Feller processes ⋮ On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes ⋮ Stochastic comparison and preservation of positive correlations for Lévy-type processes ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems ⋮ Estimation of spectral gap for elliptic operators ⋮ Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions
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