Comparison of time-inhomogeneous Markov processes

DOI10.1017/apr.2016.63zbMath1384.60063arXiv1505.02925OpenAlexW2963540816MaRDI QIDQ2963683

Alexander Schnurr, Viktor Wolf, Ludger Rüschendorf

Publication date: 21 February 2017

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02925

zbMATH Keywords

Markov processstochastic orderinginfinitesimal generatorevolution systemprocesses with independent increments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Transition functions, generators and resolvents (60J35)

Related Items (7)

Markov projection of semimartingales -- application to comparison results ⋮ Time-inhomogeneous polynomial processes ⋮ Couplings for processes with independent increments ⋮ The martingale comparison method for Markov processes ⋮ On association and other forms of positive dependence for Feller processes ⋮ Propagation of chaos: a review of models, methods and applications. I: Models and methods ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems

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