The comonotone flow of a stochastically monotone Feller process on the real line - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

The comonotone flow of a stochastically monotone Feller process on the real line

Résumé

We show that any stochastically monotone Feller semigroup on ℝ can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of ℝ. We exhibit a specific such family, which is uniquely characterized by a maximality property with respect to the super-modular order on ℝ^n.
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Dates et versions

hal-04309782 , version 1 (27-11-2023)
hal-04309782 , version 2 (23-01-2024)

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Jean Bérard, Brieuc Frénais. The comonotone flow of a stochastically monotone Feller process on the real line. 2024. ⟨hal-04309782v2⟩
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