The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

Cited In (60)

Relating absorbing and hard wall boundary conditions for a one-dimensional run-and-tumble particle
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From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
Continuous-state branching processes with collisions: first passage times and duality
Applications of Feller-Reuter-Riley transition functions
Rank-dependent Galton-Watson processes and their pathwise duals
Dual and Feller-Reuter-Riley transition functions
Finite-time implications of relaxation times for stochastically monotone processes
Random surface growth and Karlin-McGregor polynomials
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The Relaxation time for truncated birth-death processes
Generalized gambler's ruin problem: explicit formulas via Siegmund duality
Stochastic comparability and dual \(Q\)-functions
Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions
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Duality and Asymptotics for a Class of Nonneutral Discrete Moran Models
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Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\)
Some remarks on the duality of continuous time markov chains
A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
A spectral decomposition for the block counting process and the fixation line of the beta(3,1)-coalescent
The Limit Behavior of Dual Markov Branching Processes
Scaling limits for the block counting process and the fixation line for a class of \(\Lambda\)-coalescents
Criteria for Feller transition functions
Queues and risk models with simultaneous arrivals
On Möbius duality and coarse-graining
Duality relations between spatial birth–death processes and diffusions in Hilbert space
Lines of descent in a Moran model with frequency-dependent selection and mutation
Determinantal structures in space-inhomogeneous dynamics on interlacing arrays
ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
Interlacing diffusions
Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations
Stochastic duality of Markov processes: A study via generators
Coalescences in continuous-state branching processes
Analysis of non-reversible Markov chains via similarity orbits
Examples for the Theory of Strong Stationary Duality with Countable State Spaces
Reflection between two conjugate diffusions
Convergence rates and limit theorems for the dual Markov branching process
SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES
Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations
A multidimensional ruin problem and an associated notion of duality
A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues
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Monotone Stochastic Recursions and their Duals
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer
Lévy processes with two-sided reflection
Strong stationary duality for continuous-time Markov chains. I: Theory
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On the notion(s) of duality for Markov processes
Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
Monotone infinite stochastic matrices and their augmented truncations
General selection models: Bernstein duality and minimal ancestral structures
Pathwise duals of monotone and additive Markov processes
Skip-free Markov chains
On supercritical branching processes with emigration
Scaling limits for a class of regular \(\Xi\)-coalescents

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