Kolokoltsov, V. N. (Vasiliĭ Nikitich). (2011) Stochastic monotonicity and duality for one-dimensional Markov processes. Mathematical Notes, Vol.89 (No.5-6). pp. 652-660. ISSN 0001-4346

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Abstract

The theory of monotonicity and duality is developed for general one-dimensional Feller processes, extending the approach from [11]. Moreover it is shown that local monotonicity conditions (conditions on the Lévy kernel) are sufficient to prove the well-posedness of the corresponding Markov semigroup and process, including unbounded coefficients and processes on the half-line.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Markov processes, Monotonic functions, Duality theory (Mathematics)
Journal or Publication Title:	Mathematical Notes
Publisher:	Springer
ISSN:	0001-4346
Date:	June 2011
Volume:	Vol.89
Number:	No.5-6
Page Range:	pp. 652-660
Identification Number:	10.1134/S0001434611050063
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Restricted or Subscription Access
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URI:	http://wrap.warwick.ac.uk/id/eprint/39350

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