Stochastic monotonicity and duality for one-dimensional Markov processes

DOI10.1134/S0001434611050063zbMath1237.60063arXiv1002.4773OpenAlexW1663754435MaRDI QIDQ650481

Vassili N. Kolokol'tsov

Publication date: 25 November 2011

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4773

zbMATH Keywords

stochastic monotonicityduality, one-dimensional Markov processLèvy-Kchintchine type generator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Related Items (6)

Pathwise duals of monotone and additive Markov processes ⋮ Fractional partial differential equations with boundary conditions ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ Coalescences in continuous-state branching processes ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonlinear Markov semigroups and interacting Lévy type processes
• Stochastic comparison and preservation of positive correlations for Lévy-type processes
• Uniqueness in law for pure jump Markov processes
• Continuous-time Markov chains. An applications-oriented approach
• On order-preservation and positive correlations for multidimensional diffusion processes
• Measure-valued limits of interacting particle systems with \(k\)-nary interactions. I: One-di\-men\-sion\-al limits
• Sufficient and necessary conditions for stochastic comparability of jump processes
• Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix
• Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
• Monotone mobility matrices
• On Markov processes with decomposable pseudo-differential generators

This page was built for publication: Stochastic monotonicity and duality for one-dimensional Markov processes