On order-preservation and positive correlations for multidimensional diffusion processes

DOI10.1007/BF01192172zbMATH Open0792.60072OpenAlexW1984683280MaRDI QIDQ1326316FDOQ1326316

Authors: Fengyu Wang, Mu-Fa Chen 

Publication date: 24 July 1994

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192172

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zbMATH Keywords

positive correlationsmultidimensional diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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• 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
• Local conditions for the stochastic comparison of particle systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison theorem for distribution-dependent neutral SFDEs
• 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
• Order preservation for multidimensional stochastic functional differential equations with jumps
• Stochastic monotonicity and duality for one-dimensional Markov processes
• Algebraic methods toward higher-order probability inequalities. II.
• Association and other forms of positive dependence for Feller evolution systems
• Estimation of spectral gap for elliptic operators
• Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion
• THE STOCHASTIC ORDER AND CRITICAL PHENOMENA FOR SUPERPROCESSES
• Stochastic comparison and preservation of positive correlations for Lévy-type processes

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