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

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W1663754435 / rank
 
Normal rank

Latest revision as of 10:53, 30 July 2024

scientific article
Language Label Description Also known as
English
Stochastic monotonicity and duality for one-dimensional Markov processes
scientific article

    Statements

    Stochastic monotonicity and duality for one-dimensional Markov processes (English)
    0 references
    25 November 2011
    0 references
    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.
    0 references
    0 references
    stochastic monotonicity
    0 references
    duality, one-dimensional Markov process
    0 references
    Lèvy-Kchintchine type generator
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references