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arXiv · 1002.4773

Stochastic monotonicity and duality for one-dimensional Markov processes

Vassili Kolokoltsov
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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.

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Vassili Kolokoltsov. 2010-02-25. Stochastic monotonicity and duality for one-dimensional Markov processes. https://doi.org/10.4213/mzm9121

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