关于多维扩散过程耦合的保序性(英文)  

On Order-Preservation of Couplings for Multidimensional Diffusion Processes

作　　者：王凤雨[1] 徐美萍[1] 

机构地区：[1]北京师范大学,北京100875

出　　处：《应用概率统计》1997年第2期142-148,共7页Chinese Journal of Applied Probability and Statistics

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。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.

关 键 词：偶合 扩散过程 保序性 充分条件 必要条件 

分 类 号：O211.62[理学—概率论与数理统计]