| 关于多维扩散过程耦合的保序性 |
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| 引用本文： | 王凤雨,徐美萍.关于多维扩散过程耦合的保序性[J].应用概率统计,1997,13(2):142-148. |
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| 作者姓名： | 王凤雨 徐美萍 |
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| 作者单位： | 北京师范大学!北京，100875，北京师范大学!北京，100875 |
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| 摘 要： | 本文给出了多维扩散过程耦合保序的若干充分条件和必要条件，特别地，当耦合过程存在唯一时，得到了耦合保序的充要条件。
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| 关 键 词： | 保序 偶合 扩散过程 |
On Order-Preservation of Couplings for Multidimensional Diffusion Processes |
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| WANG FENGYU, XU MEIPING.On Order-Preservation of Couplings for Multidimensional Diffusion Processes[J].Chinese Journal of Applied Probability and Statisties,1997,13(2):142-148. |
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| Authors: | WANG FENGYU XU MEIPING |
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| Abstract: | This paper presents some sufficient conditions and necessary ones for couplings of a multidimensional diffusion process to preserve the natural partial order on Rd. Especially , under the assumption that the martingale problem of the coupling operator is well-posed ,the necessary and sufficient condition is obtained for a coupling to preserve order. |
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| Keywords: | order-preservation coupling diffusion process |
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