A basic result on the integral for birth–death Markov processes
نویسندگان
چکیده
منابع مشابه
On a comparison result for Markov processes
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 part...
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ژورنال
عنوان ژورنال: Mathematical Biosciences
سال: 1999
ISSN: 0025-5564
DOI: 10.1016/s0025-5564(99)00034-6