English

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 Ef(Xtx,y)=Ef(x,Yty)E f(X_t^x,y)=E f (x, Y_t^y) for a certain ff. 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 ff 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.

Keywords

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}
}
R2 v1 2026-06-21T23:54:31.834Z