Bassan, Bruno; Çinlar, Erhan; Scarsini, Marco - In: Stochastic Processes and their Applications 45 (1993) 1, pp. 1-11
Stochastic comparisons of Markov processes have mostly been in terms of transition functions or infinitesimal generators. For Itô processes, that is, solutions of stochastic differential equations, it is possible to obtain very intuitive comparisons in terms of three deterministic functions...