Theory of Probability &Its Applications, Volume 66, Issue 2, Page 299-317, January 2021.
We prove characterizations 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 analyzed 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 Lévy measures to characterize the positive dependence of general FEPs and jump-FEPs, respectively. We conclude with applications of these results to additive processes, which are time-inhomogeneous Lévy processes, often arising as useful examples in financial modeling.

中文翻译：

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Feller 进化系统的关联和其他形式的正依赖

Theory of Probability & Its Applications，第 66 卷，第 2 期，第 299-317 页，2021 年 1 月。
我们证明了一类称为 Feller 演化过程 (FEP) 的一般时间非齐次马尔可夫过程和跳跃 FEP 的正相关特征。可以通过它们的时间和状态空间相关（扩展）生成器来分析通用 FEP。我们将使用时间和状态空间相关（扩展）生成器以及时间和状态空间相关 Lévy 度量来分别表征一般 FEP 和跳跃 FEP 的正相关性。最后，我们将这些结果应用于加法过程，这些过程是时间不均匀的 Lévy 过程，通常在金融建模中作为有用的例子出现。