二维扩散过程保序耦合的存在性

The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes

摘要: 本文研究扩散过程轨道的保序性,对二维非退化扩散过程,我们证明其保序耦合存在,同时构造出一类保序算子。

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.