Successful couplings for diffusion processes with state-dependent switching |
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| Authors: | FuBao Xi JingHai Shao |
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| Affiliation: | 1. School of Mathematics, Beijing Institute of Technology, Beijing, 100081, China
2. School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China
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| Abstract: | 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. |
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