fOn Stochastic Ordering for Diffusion with Jumps and Applications

Xinsheng Zhang

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fOn Stochastic Ordering for Diffusion with Jumps and Applications

Xinsheng Zhang * #

Fudan University

*Correspondence author

#Submitted by

Subject:

Funding: 教育部博士点基金，CNFC（No.20020269015，10371074）

Opened online: 5 December 2005

Accepted by: none

Citation: Xinsheng Zhang.fOn Stochastic Ordering for Diffusion with Jumps and Applications[OL]. [ 5 December 2005] http://en.paper.edu.cn/en_releasepaper/content/4066

In this paper, we consider the stochastic ordering for diffusion processes with jumps and obtain a comparison theorem for these processes. Then, we apply it to discuss the existence and uniqueness of invariant probability measure for uniformly elliptic diffusion processes with jumps.

Keywords:Comparison theorem, Diffusion processes with jumps

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