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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2011 Volume 89, Issue 5, Pages 694–704 (Mi mzm9121)

This article is cited in 12 papers

Stochastic Monotonicity and Duality for One-Dimensional Markov Processes

V. N. Kolokoltsovab

a University of Warwick, United Kingdom
b Moscow Economical Institute

Abstract: The theory of monotonicity and duality is developed for general one-dimensional Feller processes, extending the approach from [1]. 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.

Keywords: stochastic monotonicity, duality, one-dimensional Markov process, Lévy–Kchintchine type generator.

UDC: 519.248

Received: 17.05.2010
Revised: 11.12.2010

DOI: 10.4213/mzm9121


 English version:
Mathematical Notes, 2011, 89:5, 652–660

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