The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes
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Abstract: This paper focus on order-preservation of paths for two diffusion processes. The existence of order-preserving coupling for two-dimentional nondegenerated diffusion processes is proved, furthermore, an order-preserving coupling operator is given.
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Keywords:
- Diffusion process /
- Coupling /
- Order-preserving coupling
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