Stochastic monotonicity and duality for one-dimensional Markov processes
From MaRDI portal
Publication:650481
DOI10.1134/S0001434611050063zbMath1237.60063arXiv1002.4773OpenAlexW1663754435MaRDI QIDQ650481
Publication date: 25 November 2011
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.4773
Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)
Related Items (6)
Pathwise duals of monotone and additive Markov processes ⋮ Fractional partial differential equations with boundary conditions ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ Coalescences in continuous-state branching processes ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonlinear Markov semigroups and interacting Lévy type processes
- Stochastic comparison and preservation of positive correlations for Lévy-type processes
- Uniqueness in law for pure jump Markov processes
- Continuous-time Markov chains. An applications-oriented approach
- On order-preservation and positive correlations for multidimensional diffusion processes
- Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits
- Sufficient and necessary conditions for stochastic comparability of jump processes
- Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix
- Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
- Monotone mobility matrices
- On Markov processes with decomposable pseudo-differential generators
This page was built for publication: Stochastic monotonicity and duality for one-dimensional Markov processes