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Abstract: The theory of monotonicity and duality is developed for generalone-dimensional Feller processes. Moreover it is shown that local monotonicityconditions conditions on the L\-evy kernel are sufficient to prove thewell-posedness of the corresponding Markov semigroup and process, includingunbounded coefficients and processes on the half-line.



Autor: Vassili Kolokoltsov

Fuente: https://arxiv.org/







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