Monotone coupling of Feller Markov processes on the real line
Résumé
We prove that, for any stochastically non-decreasing Feller Markov process on the real line, two versions of the process starting from distinct initial values always admit an order-preserving coupling, defined through a Feller Markov process on the set of ordered pairs.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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