WU Xianyuan. The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(1): 1-6.
Citation:
WU Xianyuan. The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(1): 1-6.
WU Xianyuan. The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(1): 1-6.
Citation:
WU Xianyuan. The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes[J]. Chinese Journal of Applied Probability and Statistics, 2001, 17(1): 1-6.
The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes
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.