摘要
本文在[1 1]的基础上,讨论了非时齐高维扩散过程的耦合。完成了耦合构造,给出了耦合成功的条件。
In this paper, coupling methods for inhomogeneous diffusion processes are studied, the a uthor con- structs the coupling for two diffusions by their infinitesimal generator using the martingale approach; The paper presents the criteria for the success of coupling also.
出处
《河南师范大学学报（自然科学版）》
CAS
CSCD
1992年第2期27-35,共9页
Journal of Henan Normal University(Natural Science Edition)
关键词
扩散
耦合
耦合时间
Diffusion
Coupling
Diffusion time
