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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov chains. An applications-oriented approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotone mobility matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On order-preservation and positive correlations for multidimensional diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient and necessary conditions for stochastic comparability of jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3404593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic comparison and preservation of positive correlations for Lévy-type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness in law for pure jump Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772170 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Markov processes with decomposable pseudo-differential generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Markov semigroups and interacting Lévy type processes / rank
 
Normal rank

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
    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