On association and other forms of positive dependence for Feller processes

Abstract

We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their statespace dependent Lévy measures. It is through these Lévy measures where we will provide our characterization. Finally, we present applications of these results to stochastically monotone Feller processes, including Lévy processes, the Ornstein-Uhlenbeck process, pseudo-Poisson processes, and subordinated Feller processes.