| Stochastic comparison and preservation of positive correlations for Lévy-type processes |
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| 基金项目： | Supported in part by Creative Research Group Fund of the National Natural Science Foundation of China （No. 10121101） and by the ＂985＂ Project from the Ministry of Education in China
Acknowledgement The author is grateful to Professor Mu-Fa Chen for his valuable suggestions. Thanks are also given to the referee for helpful comments. |
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| 摘 要： | The stochastic comparison and preservation of positive correlations for Levy-type processes on R^d are studied under the condition that Levy measure v satisfies f{0〈｜z｜≤1）｜z｜｜v（x, dz） - v（x, d（-z））｜ 〈 ∞, x∈ R^d, while the sufficient conditions and necessary ones for them are obtained. In some cases the conditions for stochastic comparison are not only sufficient but also necessary.
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| 关 键 词： | 随机比较 正相 保存 充分条件 日本 |
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