Feller演化系统的联想和其它形式的正相关
Association and other forms of positive dependence for Feller evolution systems
摘要：
我们描述了各种形式的正相关的一般类的时间非齐次马尔可夫过程称为费勒演化过程（FEPs）和跳跃FEPs。一般FEPs可以通过它们的时间和状态空间相关（扩展）生成器来研究。我们将使用时间和状态空间相关的（扩展）生成器和时间和状态空间相关的Levy措施来表征一般FEPs和跳跃FEPs的正相关性。最后，我们提出了应用这些结果添加剂的过程，这是时间非齐次列维过程，经常出现在金融建模中的有用的例子。
英文摘要：
We characterize various forms of positive dependence for a general class of time-inhomogeneous Markov processes called Feller evolution processes (FEPs) and for jump-FEPs. General FEPs can be studied through their time and state-space dependent (extended) generators. We will use the time and state-space dependent (extended) generators and time and state-space dependent Levy measures to characterize the positive dependence of general FEPs and jump-FEPs, respectively. Finally, we present applications of these results to additive processes, which are time-inhomogeneous Levy processes, often arising as useful examples in financial modeling.
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