On order-preservation and positive correlations for multidimensional diffusion processes |
| |
| Authors: | Mu-Fa Chen Feng-Yu Wang |
| |
| Institution: | (1) Department of Mathematics, Beijing Normal University, 100875 Beijing, People's Republic of China |
| |
| Abstract: | Summary As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The first one is on the order-preservation for two (may be different) multidimensional diffusion processes. The second one is on the preservation of positive correlations for a diffusion process.Research supported in part by the Ying-Tung Fok Educational Foundation and the National Natural Science Foundation of China |
| |
| Keywords: | 60J60 |
| 本文献已被 SpringerLink 等数据库收录！ |
|
