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Bibliographic Details
Main Authors: Bérard, Jean, Frénais, Brieuc
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2311.18391
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Table of Contents:
  • We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by a maximality property with respect to the super-modular order on Rn. A consequence is that, in this fairly general setting, there always exists a coupling between n c{à}dl{à}g versions of the underlying Markov process starting from n distinct initial positions, which do not cross one another.