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Matematicheskie Zametki, 2011, Volume 89, Issue 5, Pages 694–704
DOI: https://doi.org/10.4213/mzm9121 (Mi mzm9121) 		 
This article is cited in 12 scientific papers (total 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
Full-text PDF (487 kB) Citations (12)
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DOI: https://doi.org/10.4213/mzm9121
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.
Received: 17.05.2010
Revised: 11.12.2010
English version:
Mathematical Notes, 2011, Volume 89, Issue 5, Pages 652–660
DOI: https://doi.org/10.1134/S0001434611050063
Bibliographic databases:
Document Type: Article
UDC: 519.248
Language: Russian
Citation: V. N. Kolokoltsov, “Stochastic Monotonicity and Duality for One-Dimensional Markov Processes”, Mat. Zametki, 89:5 (2011), 694–704; Math. Notes, 89:5 (2011), 652–660
Citation in format AMSBIB
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    • This publication is cited in the following 12 articles:
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