独立增量过程的单调与凸随机序
Monotone and Convex Stochastic Orders for Processes with Independent Increments
摘要：
研究了具有独立增量过程的单调随机序和凸随机序。我们的贡献是双重的：第一，我们与随机订单的泊松分量的订单（广义）的Lévy措施。这种关系是证明使用插值公式无限可分的法律。第二，我们推导出明确的条件的特点的过程。在这种情况下，我们证明的条件，通过建设的耦合。
英文摘要：
We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) Lévy measures. The relation is proven using an interpolation formula for infinitely divisible laws. Second, we derive explicit conditions on the characteristics of the processes. In this case, we prove the conditions via constructions of couplings.
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