Article ID Journal Published Year Pages File Type
1153994 Statistics & Probability Letters 2007 7 Pages PDF
Abstract
We study the stochastic ordering for diffusion processes with jumps. A new comparison theorem for diffusion processes with jumps is obtained. We then apply this comparison theorem to discuss the existence and uniqueness of invariant probability measure for uniformly elliptic diffusion processes with jumps.
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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On stochastic ordering for diffusion with jumps and applications
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