A note on the monotone stochastic order for processes with independent increments

DOI10.1016/j.spl.2017.11.002zbMath1392.60043OpenAlexW2769152459MaRDI QIDQ1650306

David Criens

Publication date: 3 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.11.002

zbMATH Keywords

couplingindependent incrementsmonotone stochastic order

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (2)

A note on the monotone stochastic order for processes with independent increments ⋮ Couplings for processes with independent increments

Cites Work

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• Comparison of semimartingales and Lévy processes
• Stochastic inequalities on partially ordered spaces
• A comparison theorem for solutions of stochastic differential equations and its applications
• Volatility misspecification, option pricing and superreplication via coupling
• A note on the monotone stochastic order for processes with independent increments
• Stochastic orders and their applications in financial optimization

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