{
  "id": "1304.1688",
  "version": "v1",
  "published": "2013-04-05T11:58:45.000Z",
  "updated": "2013-04-05T11:58:45.000Z",
  "title": "Stochastic duality of Markov processes: a study via generators",
  "authors": [
    "Vassili Kolokoltsov",
    "RuiXin Lee"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining, superprocesses, stochastic monotonicity, exit - entrance laws, ruin probabilities in finances, etc. Aiming mostly at the case of $f$ depending on the difference of its arguments, we shall give a systematic study of duality via the analysis of the generators of dual Markov processes leading to various results and insights.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-04-05T11:58:45.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic duality",
      "generators",
      "systematic study",
      "stochastic monotonicity",
      "entrance laws"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1304.1688K"
    }
  }
}