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Stochastic monotonicity and duality for one-dimensional Markov processes
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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. doi:10.1134/S0001434611050063 ISSN 0001-4346.
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Official URL: http://dx.doi.org/10.1134/S0001434611050063
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 | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | June 2011 | ||||
Dates: |
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Volume: | Vol.89 | ||||
Number: | No.5-6 | ||||
Page Range: | pp. 652-660 | ||||
DOI: | 10.1134/S0001434611050063 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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