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arxiv: 1804.10222 · v1 · pith:4W4ILY6Jnew · submitted 2018-04-26 · 🧮 math.PR

A generator approach to stochastic monotonicity and propagation of order

classification 🧮 math.PR
keywords stochasticmonotonicityoperatororderorderspropagationfunctionsgenerator
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We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new functional analytic technique based on the generator $A$ of a Markov process and its resolvent. We show that the existence of an operator $B$ with positive resolvent such that $\Phi A - B \Phi$ is a positive operator for a large enough class of functions implies stochastic monotonicity. This establishes a technique for proving stochastic monotonicity and propagation of order that can be applied in a wide range of settings including various orders for diffusion processes with or without boundary conditions and orders for discrete interacting particle systems.

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