Sufficient and Necessary Conditions for Stochastic Comparability of Jump Processes
Authors
Citation
, Sufficient and Necessary Conditions for Stochastic Comparability of Jump Processes, Acta mathematica Sinica. English series (Print) , 16(1), 2000, pp. 99-102
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.