@article{DaiPraLouisMinelli2006,
  author    = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida},
  title     = {Monotonicity and complete monotonicity for continuous-time Markov chains},
  issn      = {1631-073X},
  doi       = {10.1016/j.crma.2006.04.007},
  year      = {2006},
  abstract  = {We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time},
  language  = {en}
}
@misc{DaiPraLouisMinelli2006,
  author    = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida},
  title     = {Monotonicity and complete monotonicity for continuous-time Markov chains},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-7665},
  year      = {2006},
  abstract  = {We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.},
  subject      = {Stochastik},
  language  = {en}
}
@misc{RoellyDaiPra2004,
  author    = {Roelly, Sylvie and Dai Pra, Paolo},
  title     = {An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6684},
  year      = {2004},
  abstract  = {We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm ||.||∞ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter.},
  language  = {en}
}
@unpublished{CattiauxDaiPraPoelly2007,
  author    = {Cattiaux, Patrick and Dai Pra, Paolo and Poelly, Sylvie},
  title     = {A constructive approach to a class of ergodic HJB equations with nonsmooth cost},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49430},
  year      = {2007},
  abstract  = {We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.},
  language  = {en}
}
@unpublished{ConfortiDaiPraRoelly2014,
  author    = {Conforti, Giovanni and Dai Pra, Paolo and Roelly, Sylvie},
  title     = {Reciprocal class of jump processes},
  volume    = {3},
  number    = {6},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {2193-6943},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-70776},
  pages     = {30},
  year      = {2014},
  abstract  = {Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.},
  language  = {en}
}