English

A generator approach to stochastic monotonicity and propagation of order

Probability 2018-04-30 v1

Abstract

We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying Φf0\Phi f \geq 0 for some linear operator Φ\Phi. We introduce a new functional analytic technique based on the generator AA of a Markov process and its resolvent. We show that the existence of an operator BB with positive resolvent such that ΦABΦ\Phi A - B \Phi is a positive operator for a large enough class of functions implies stochastic monotonicity. This establishes a technique for proving stochastic monotonicity and propagation of order that can be applied in a wide range of settings including various orders for diffusion processes with or without boundary conditions and orders for discrete interacting particle systems.

Keywords

Cite

@article{arxiv.1804.10222,
  title  = {A generator approach to stochastic monotonicity and propagation of order},
  author = {Richard C. Kraaij and Moritz Schauer},
  journal= {arXiv preprint arXiv:1804.10222},
  year   = {2018}
}