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 |
|---|---|
| Pages (from-to) | 652-660 |
| Number of pages | 9 |
| Journal | Mathematical Notes |
| Volume | 89 |
| Issue number | 5 |
| DOIs | |
| State | Published - Jun 2011 |
ID: 86493702