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

作　　者：Jie Ming WANG 

机构地区：[1]Department of Mathematics, Beijing Institute of Technology, Beijing 100081, P. R. China [2]School of Mathematical Sciences and Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2009年第5期741-758,共18页数学学报（英文版）

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

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.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.

关 键 词：stochastic comparison preservation of positive correlations Levy-type processes 

分 类 号：O213.2[理学—概率论与数理统计] TQ460.7[理学—数学]