Stochastic monotonicity and duality for one-dimensional Markov processes (Q650481): Difference between revisions
From MaRDI portal
Revision as of 16:15, 4 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
stochastic monotonicity
0 references
duality, one-dimensional Markov process
0 references
Lèvy-Kchintchine type generator
0 references
0 references
0 references
0 references
0 references
0 references