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1 results

  • On a Comparison Result for Markov Processes

  • Part of
  • Ludger Rüschendorf
  • Journal:
    Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
    Published online by Cambridge University Press:
    14 July 2016, pp. 279-286
    Print publication:
    March 2008
    • Article
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  • 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 stochastic monotonicity of one process and comparability of the infinitesimal generators imply ordering of the processes. Several applications to convex type and to dependence orderings are given. In particular, Liggett's theorem on the association of Markov processes is a consequence of this comparison result.