On a Comparison Result for Markov Processes
DOI10.1239/JAP/1208358968zbMATH Open1167.60005OpenAlexW2078886909MaRDI QIDQ5459925FDOQ5459925
Authors: Ludger Rüschendorf 
Publication date: 30 April 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1208358968
Recommendations
stochastic orderinginfinitesimal generatorstochastic monotonicityconvex orderingintegral stochastic orderingassociation of Markov processes
Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25)
Cites Work
- Comparison methods for stochastic models and risks
- A connection between supermodular ordering and positive/negative association.
- Title not available (Why is that?)
- Calcul stochastique et problèmes de martingales
- Title not available (Why is that?)
- Positively correlated normal variables are associated
- Stochastic Orderings for Markov Processes on Partially Ordered Spaces
- Comparison of semimartingales and Lévy processes
- Stochastic ordering and dependence in applied probability
- A correlation inequality for Markov processes in partially ordered state spaces
- Diffusion equation techniques in stochastic monotonicity and positive correlations
- Inequalities for the expectation of ?-monotone functions
- On order-preservation and positive correlations for multidimensional diffusion processes
- Comparison of interacting diffusions and an application to their ergodic theory
- An alternate proof of a correlation inequality of Harris
- Dependence ordering for Markov processes on partially ordered spaces
- Dependence properties and comparison results for Lévy processes
- Association of infinitely divisible random vectors
- Interacting diffusions in a random medium: comparison and longtime behavior.
Cited In (19)
- Remarks on sequential comparison of two Markov chains
- Stochastic comparison for Markov processes on a product of partially ordered sets
- Comparing two versions of Markov's inequality on compact sets
- A note on convex ordering for stable stochastic integrals
- The martingale comparison method for Markov processes
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
- A coupling technique for stochastic comparison of functions of Markov processes
- On association and other forms of positive dependence for Feller processes
- Comparisons of dependence for stationary Markov processes
- Comparison of Markov processes via infinitesimal generators
- Monotone convex order for the McKean-Vlasov processes
- Comparison theory for Markov chains on different state spaces and application to random walk on derangements
- A note on the equivalence of two approaches for specifying a Markov process
- A preorder relation for Markov reward processes
- An alternate proof of a correlation inequality of Harris
- Association and other forms of positive dependence for Feller evolution systems
- Comparison of time-inhomogeneous Markov processes
- Some ideas for comparison of Bellman chains.
- Stochastic Comparisons for Non-Markov Processes
This page was built for publication: On a Comparison Result for Markov Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459925)
