Papers
Topics
Authors
Recent
Search
2000 character limit reached

On the association and other forms of positive dependence for Feller processes

Published 7 May 2018 in math.PR | (1805.02541v2)

Abstract: We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their state-space dependent Levy measures. It is through these Levy measures where we will provide our characterization. Finally, we present applications of these results to stochastically monotone Feller processes, including Levy processes, the Ornstein-Uhlenbeck process, pseudo-Poisson processes, and subordinated Feller processes.

Summary

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (1)

Collections

Sign up for free to add this paper to one or more collections.