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

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