Weak decreasing stochastic order
  We introduce the notion of weak decreasing stochastic (WDS) ordering for real-valued processes with negative means, which, to our knowledge, has not been studied before. Thanks to Madan-Yor's argument, it follows that the WDS ordering is a necessary and sufficient condition for a process with negative mean to be embeddable in a standard Brownian motion by the Cox and Hobson extension of the Az\'ema-Yor algorithm. Since the decreasing stochastic order is stronger than the WDS order, then, for every stochastically non-decreasing family of probability measures with densities, the Cox-Hobson stopping times provide an associated Markov process. The quantile process associated to a stochastically non-decreasing process is not necessarily Markovian. 
Antoine-Marie Bogso and Patrice Takam Soh
math.PR