TY  - GEN
A1  - Dai Pra, Paolo
A1  - Louis, Pierre-Yves
A1  - Minelli, Ida
T1  - Monotonicity and complete monotonicity for continuous-time Markov chains
N2  - 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.
N2  - Nous étudions les notions de monotonie et de monotonie complète pour les processus de Markov (ou chaînes de Markov à temps continu) prenant leurs valeurs dans un espace partiellement ordonné. Ces deux notions ne sont pas équivalentes, comme c'est le cas lorsque le temps est discret. Cependant, nous établissons que pour certains ensembles partiellement ordonnés, l'équivalence a lieu en temps continu bien que n'étant pas vraie en temps discret.
KW  - Stochastik
KW  - continuous time Markov Chains
KW  - poset
KW  - monotonicity
KW  - coupling
Y1  - 2006
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-7665
ER  - 
TY  - GEN
A1  - Roelly, Sylvie
A1  - Dai Pra, Paolo
T1  - An existence result for infinite-dimensional Brownian diffusions with non- regular and non Markovian drift
N2  - 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.
KW  - infinite-dimensional Brownian diffusion
KW  - space-time Gibbs field
KW  - cluster expansion
Y1  - 2004
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6684
ER  -