Stochastic monotonicity and duality for one-dimensional Markov processes (Q650481): Difference between revisions

The theory of monotonicity and duality for arbitrary one-dimensional Feller processes is studied. In particular, a criterion of stochastic monotonicity in terms of the generator of the process is given. Furthermore, under some regularity assumptions, an explicit formula for the dual operator is given.

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reviewed by

Roman Urban

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zbMATH Keywords

stochastic monotonicity

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duality, one-dimensional Markov process

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Lèvy-Kchintchine type generator

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author

Vassili N. Kolokol'tsov

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MaRDI profile type

MaRDI publication profile

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cites work

Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits

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Continuous-time Markov chains. An applications-oriented approach

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Monotone mobility matrices

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Q2774021

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On order-preservation and positive correlations for multidimensional diffusion processes

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Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix

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Sufficient and necessary conditions for stochastic comparability of jump processes

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Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors

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Q3404593

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Stochastic comparison and preservation of positive correlations for Lévy-type processes

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Uniqueness in law for pure jump Markov processes

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Q2772170

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On Markov processes with decomposable pseudo-differential generators

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Nonlinear Markov semigroups and interacting Lévy type processes

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Identifiers

zbMATH Open document ID

1237.60063

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DOI

10.1134/S0001434611050063

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:650481

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@@ Property / author: Vassili N. Kolokol'tsov / rank @@
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@@ Property / cites work @@
+Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov chains. An applications-oriented approach
+Normal rank
@@ Property / cites work @@
+Monotone mobility matrices
@@ Property / cites work: Monotone mobility matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+On order-preservation and positive correlations for multidimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix
+Normal rank
@@ Property / cites work @@
+Sufficient and necessary conditions for stochastic comparability of jump processes
+Normal rank
@@ Property / cites work @@
+Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
+Normal rank
@@ Property / cites work @@
+Q3404593
@@ Property / cites work: Q3404593 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic comparison and preservation of positive correlations for Lévy-type processes
+Normal rank
@@ Property / cites work @@
+Uniqueness in law for pure jump Markov processes
@@ Property / cites work: Uniqueness in law for pure jump Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2772170
@@ Property / cites work: Q2772170 / rank @@
+Normal rank
@@ Property / cites work @@
+On Markov processes with decomposable pseudo-differential generators
+Normal rank
@@ Property / cites work @@
+Nonlinear Markov semigroups and interacting Lévy type processes
+Normal rank
@@ Property / OpenAlex ID @@
+W1663754435
@@ Property / OpenAlex ID: W1663754435 / rank @@
+Normal rank