Title
A Note on Monotone Markov Processes
Abstract
This note contains some technical results developed for Kamihigashi and
Stachurski (2010). We first consider a stochastic kernel on an arbitrary
measurable space and establish some general results. We then introduce a
preorder and consider an increasing stochastic kernel. None of our results
requires any topological assumption. To make this note self-contained,
we include some of the definitions reviewed or discussed in Kamihigashi
and Stachurski (2010).
Takashi KAMIHIGASHI
Research Institute for Economics and Business Administration
Kobe University
Rokkodai-cho, Nada-ku, Kobe
657-8501 Japan
Phone: (81) 78 803 7036
Fax: (81) 78 803 7059
John STACHURSKI
Research School of Economics, Australian National University