Stochastic monotonicity and duality for one-dimensional Markov processes
Probability
2022-05-03 v2
Abstract
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.
Cite
@article{arxiv.1002.4773,
title = {Stochastic monotonicity and duality for one-dimensional Markov processes},
author = {Vassili Kolokoltsov},
journal= {arXiv preprint arXiv:1002.4773},
year = {2022}
}
Comments
Revised version corrects typos, adds references and a new related result