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The comonotone flow of a stochastically monotone Feller process on the real line

Published 30 Nov 2023 in math.PR | (2311.18391v2)

Abstract: We show that any stochastically monotone Feller semigroup on $\mathbb{R}$ can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of $\mathbb{R}$. We exhibit a specific such family, which is uniquely characterized by a maximality property with respect to the super-modular order on $\mathbb{R}$n.

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