On a Comparison Result for Markov Processes
Work
Year: 2008
Type: article
Abstract: A comparison theorem is stated for Markov processes in Polish state spaces. We consider a general class of stochastic orderings induced by a cone of real functions. The main result states that stochas... more
Source: Journal of Applied Probability
Author Ludger Rüschendorf
Institution University of Freiburg
Cites: 24
Cited by: 17
Related to: 10
FWCI: 1.145
Citation percentile (by year/subfield): 84.15
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze