This work is concerned with successful couplings for a class of multidimensional diffusion processes with state-dependent switching. We construct a type of couplings for this class of processes, and give some sufficie...This work is concerned with successful couplings for a class of multidimensional diffusion processes with state-dependent switching. We construct a type of couplings for this class of processes, and give some sufficient conditions to guarantee this type of couplings to be successful. Besides, two illustrative examples are provided.展开更多
基金supported by National Natural Science Foundation of China(Grant No.11171024)Foundation for the Author of National Excellent Doctoral Dissertation of China(Grant No.200917)
文摘This work is concerned with successful couplings for a class of multidimensional diffusion processes with state-dependent switching. We construct a type of couplings for this class of processes, and give some sufficient conditions to guarantee this type of couplings to be successful. Besides, two illustrative examples are provided.