Monotone and Convex Stochastic Orders for Processes with Independent   Increments
  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) L\'evy 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. 
David Criens
math.PR