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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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