Sufficient and Necessary Conditions for Stochastic Comparability of Jump Processes |
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Authors: | Yuhui Zhang |
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Institution: | (1) Department of Mathematics, Beijing Normal University, Beijing 100875, P.R. China |
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Abstract: | Abstract
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 stochatically comparable if and only if their q-pairs are comparable. Meanwhile, the result concerning the uniqueness given in 6] is also improved upon.
Research supported in part by DPFIHE(Grant No.96002704), NNSFC(Grant No.19771008), MCSEC, Ying-Tung Fok Educational Foundation
and Youth Science Foundation of BNU |
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Keywords: | Stochastically comparable Totally stable Conservative Uniqueness |
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