Stochastic duality of Markov processes: a study via generators
Probability
2022-05-03 v1
Abstract
The paper is devoted to a systematic study of the duality of processes in the sense that for a certain . This classical topic has well known applications in interacting particles, intertwining, superprocesses, stochastic monotonicity, exit - entrance laws, ruin probabilities in finances, etc. Aiming mostly at the case of depending on the difference of its arguments, we shall give a systematic study of duality via the analysis of the generators of dual Markov processes leading to various results and insights.
Cite
@article{arxiv.1304.1688,
title = {Stochastic duality of Markov processes: a study via generators},
author = {Vassili Kolokoltsov and RuiXin Lee},
journal= {arXiv preprint arXiv:1304.1688},
year = {2022}
}