Sufficient and necessary conditions for stochastic comparability of jump processes

被引：8

作者：

Zhang, YH ^{[1
]}

机构：

[1] Beijing Normal Univ, Dept Math, Beijing 100875, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2000年 / 16卷 / 01期

关键词：

stochastically comparable; totally stable; conservative; uniqueness;

D O I：

10.1007/PL00011547

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This note is devoted to the study of the stochastic comparability of jump processes. On the basis of [2] and [3], it is proved that two jump processes are stochastically comparable if and only if their q-pairs are comparable. Meanwhile, the result concerning the uniqueness given in [6] is also improved upon.

引用

页码：99 / 102

页数：4

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