This work is concerned with coupling for a class of Markovian switching jump-diffusion processes.The processes under consideration can be regarded as a number of jump-diffusion processes modulated by a Markovian switc...This work is concerned with coupling for a class of Markovian switching jump-diffusion processes.The processes under consideration can be regarded as a number of jump-diffusion processes modulated by a Markovian switching device.For this class of processes,we construct a successful coupling and an order-preserving coupling.展开更多
基金Supported by the National Natural Science Foundation of China (11171024)
文摘This work is concerned with coupling for a class of Markovian switching jump-diffusion processes.The processes under consideration can be regarded as a number of jump-diffusion processes modulated by a Markovian switching device.For this class of processes,we construct a successful coupling and an order-preserving coupling.
