On stochastic ordering for diffusion with jumps and applications
From MaRDI portal
Publication:2643742
DOI10.1016/j.spl.2006.09.008zbMath1155.60035MaRDI QIDQ2643742
Publication date: 27 August 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.09.008
Cites Work
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- Comparison theorems for diffusion processes
- A comparison principle for certain convex functionals of a diffusion process without drift
- On order-preservation and positive correlations for multidimensional diffusion processes
- On a comparison theorem for solutions of stochastic differential equations and its applications
- Mean stochastic comparison of diffusions
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item