21 pagesMonotone Lévy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone Lévy-Khintchine formula. Monotone Lévy processes turn out to be related to classical Lévy processes via Attal's ``remarkable transformation.'' A monotone analogue of the family of exponential martingales associated to a classical Lévy process is also defined
Abstract. Based on the Hilbert C-module structure we study the re-construction theorem for stationar...
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f(J1...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
21 pagesMonotone Lévy processes with additive increments are defined and studied. It is shown that t...
A stochastic matrix is "monotone" [4] if its row-vectors are stochastically increasing. Closure prop...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
The existence of fixed points for monotone maps on spaces of measures is established. The case of m...
This article is focused on properties of monotone convolutions. A criterion for infinite divisibilit...
Abstract Lévy processes with completely monotone jumps appear frequently in various applications of ...
The theory of monotonicity and duality is developed for general one-dimensional Feller processes, e...
AbstractA subset of the stochastically monotone Markov chains has the property that the expectation ...
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck...
International audienceWe analyze the notions of monotonicity and complete monotonicity for Markov Ch...
. In this paper we study L'evy processes on commutative hypergroups. We show that L'evy pr...
This paper provides a unified framework to study monotone optimal control for a class of Markov deci...
Abstract. Based on the Hilbert C-module structure we study the re-construction theorem for stationar...
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f(J1...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
21 pagesMonotone Lévy processes with additive increments are defined and studied. It is shown that t...
A stochastic matrix is "monotone" [4] if its row-vectors are stochastically increasing. Closure prop...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
The existence of fixed points for monotone maps on spaces of measures is established. The case of m...
This article is focused on properties of monotone convolutions. A criterion for infinite divisibilit...
Abstract Lévy processes with completely monotone jumps appear frequently in various applications of ...
The theory of monotonicity and duality is developed for general one-dimensional Feller processes, e...
AbstractA subset of the stochastically monotone Markov chains has the property that the expectation ...
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck...
International audienceWe analyze the notions of monotonicity and complete monotonicity for Markov Ch...
. In this paper we study L'evy processes on commutative hypergroups. We show that L'evy pr...
This paper provides a unified framework to study monotone optimal control for a class of Markov deci...
Abstract. Based on the Hilbert C-module structure we study the re-construction theorem for stationar...
It is well known that for a stochastically monotone Markov chain {Jn}n≥1 a function γ(n) = Cov[f(J1...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
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