We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new functional analytic technique based on the generator $A$ of a Markov process and its resolvent. We show that the existence of an operator $B$ with positive resolvent such that $\Phi A - B \Phi$ is a positive operator for a large enough class of functions implies stochastic monotonicity. This establishes a technique for proving stochastic monotonicity and propagation of order that can be applied in a wide range of settings including various orders for diffusion processes with or without boundary conditions and orders for discrete interacting particle systems.
Categories: math.PR