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Стохастическая монотонность и двойственность одномерных марковских процессов

Year: 2011
Type: article
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.
Language: Russian
Open Access status: green
OpenAlex ID: W2329068467
FWCI: 0.381
Cites: 25
Cited by: 1
Related to: 10