A class of infinitesimal generators of one-dimensional Markov processes
نویسندگان
چکیده
منابع مشابه
Comparison of Markov processes via infinitesimal generators
We derive comparison results for Markov processes with respect to stochastic orderings induced by function classes. Our main result states that stochastic monotonicity of one process and comparability of the infinitesimal generators implies ordering of the processes. Unlike in previous work no boundedness assumptions on the function classes are needed anymore. We also present an integral versio...
متن کاملOne dimensional completely asymmetric Markov processes
In the early 50’s, Feller characterized fully the analytical structure of one dimensional diffusion processes. In particular, he constructed their Green functions in terms of the two positive fundamental solutions of a second order differential equations. He also characterized completely the Laplace transform of their first exit times from an interval in terms of these two fundamental solutions...
متن کاملStochastic monotonicity and duality for one-dimensional Markov processes
The theory of monotonicity and duality is developed for general one-dimensional Feller processes, extending the approach from [11]. 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.
متن کاملOn The Infinitesimal Generators of Ornstein-Uhlenbeck Processes with Jumps in Hilbert Space
We study Hilbert space valued Ornstein-Uhlenbeck processes (Y (t), t ≥ 0) which arise as weak solutions of stochastic differential equations of the type dY = JY + CdX(t) where J generates a C0 semigroup in the Hilbert space H, C is a bounded operator and (X(t), t ≥ 0) is an H-valued Lévy process. The associated Markov semigroup is of generalised Mehler type. We discuss an analogue of the Feller...
متن کاملa comparison of linguistic and pragmatic knowledge: a case of iranian learners of english
در این تحقیق دانش زبانشناسی و کاربردشناسی زبان آموزان ایرانی در سطح بالای متوسط مقایسه شد. 50 دانش آموز با سابقه آموزشی مشابه از شش آموزشگاه زبان مختلف در دو آزمون دانش زبانشناسی و آزمون دانش گفتار شناسی زبان انگلیسی شرکت کردند که سوالات هر دو تست توسط محقق تهیه شده بود. همچنین در این تحقیق کارایی کتابهای آموزشی زبان در فراهم آوردن درون داد کافی برای زبان آموزان ایرانی به عنوان هدف جانبی تحقیق ...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Mathematical Society of Japan
سال: 1976
ISSN: 0025-5645
DOI: 10.2969/jmsj/02820242