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Stochastic monotonicity and order-preservation for a type of nonlinear semigroups

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  • Zhang, Na
  • Jia, Guangyan

Abstract

In this paper, we construct a family of nonlinear operators by decoupled FBSDEs and prove that it forms a nonlinear semigroup under a binary operation. Moreover, we obtain the equivalent conditions of the monotonicity and order-preservation of semigroups.

Suggested Citation

  • Zhang, Na & Jia, Guangyan, 2013. "Stochastic monotonicity and order-preservation for a type of nonlinear semigroups," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 422-429.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:422-429
    DOI: 10.1016/j.spl.2012.10.002
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    References listed on IDEAS

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    1. Geiß, Christel & Manthey, Ralf, 1994. "Comparison theorems for stochastic differential equations in finite and infinite dimensions," Stochastic Processes and their Applications, Elsevier, vol. 53(1), pages 23-35, September.
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