Stochastic monotonicity and duality for one-dimensional Markov processes

Details Stochastic monotonicity and duality for one-dimensional Markov processes Stochastic monotonicity and duality for one-dimensional Markov processes

2010-02-25

arxiv.org/abs/1002.4773v2

Mathematics

Probability

Revised version corrects typos, adds references and a new related result

Scientific paper

The theory of monotonicity and duality is developed for general
one-dimensional Feller processes. Moreover it is shown that local monotonicity
conditions (conditions on the L\'evy kernel) are sufficient to prove the
well-posedness of the corresponding Markov semigroup and process, including
unbounded coefficients and processes on the half-line.

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