Stochastic Comparison and Preservation of Positive Correlations for Lévy-type Processes

作     者：Jie Ming WANG 

作者机构：Department of Mathematics Beijing Institute of Technology Beijing 100081 P. R. China School of Mathematical Sciences and Laboratory of Mathematics and Complex Systems Beijing Normal University Beijing 100875 P. R. China 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2009年第25卷第5期

页      面：741-758页

核心收录：

学科分类：1007[医学-药学(可授医学、理学学位)] 02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 10[医学] 

基　　金：Supported in part by Creative Research Group Fund of the National Natural Science Foundation of China (No. 10121101) the "985" Project from the Ministry of Education in China 

主　　题：stochastic comparison preservation of positive correlations Levy-type processes 

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.