The comonotone flow of a stochastically monotone Feller process on the real line
| Autor: | Bérard, Jean, Frénais, Brieuc |
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| Rok vydání: | 2023 |
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| Druh dokumentu: | Working Paper |
| Popis: | We show that any stochastically monotone Feller semigroup on $\mathbb{R}$ can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of $\mathbb{R}$. We exhibit a specific such family, which is uniquely characterized by a maximality property with respect to the super-modular order on $\mathbb{R}$^n. |
| Databáze: | arXiv |
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