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.
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.
出处
《应用概率统计》
CSCD
北大核心
2001年第1期1-6,共6页
Chinese Journal of Applied Probability and Statistics
基金
the National Natural Science Foundation of China (grant number 19771008) and Doctoral ProgrammFundation of Institution of High