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 languageEnglish
Pages (from-to)652-660
Number of pages9
JournalMathematical Notes
Volume89
Issue number5
DOIs
StatePublished - Jun 2011

    Research areas

  • duality, Lévy-Kchintchine type generator, one-dimensional Markov process, stochastic monotonicity

    Scopus subject areas

  • Mathematics(all)

ID: 86493702