Research output: Contribution to journal › Article › peer-review
The theory of monotonicity and duality is developed for general one-dimensional Feller processes, extending the approach from [1]. Moreover it is shown that local monotonicity conditions (conditions on the Lévy kernel) are sufficient to prove the well-posedness of the corresponding Markov semigroup and process, including unbounded coefficients and processes on the half-line.
Original language | English |
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Pages (from-to) | 652-660 |
Number of pages | 9 |
Journal | Mathematical Notes |
Volume | 89 |
Issue number | 5 |
DOIs | |
State | Published - Jun 2011 |
ID: 86493702