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二维扩散过程保序耦合的存在性
이유확산과정보서우합적존재성
The Existence of Order-Preserving Coupling for Two-Dimentional Diffusion Processes

万方数据

应用概率统计應用概率統計 응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2001年 1期 1-6 ,共6页

吴宪远吳憲遠

오헌원

扩散过程%耦合%保序耦合擴散過程%耦閤%保序耦閤
확산과정%우합%보서우합

本文研究扩散过程轨道的保序性，对二维非退化扩散过程，我们证明其保序耦合存在，同时构造出一类保序算子.
본문연구확산과정궤도적보서성，대이유비퇴화확산과정，아문증명기보서우합존재，동시구조출일류 보서산자.
This paper focus on order-preservation of paths for two diffusion processes. The existence of order-preserving coupling for two-dimentional nondegenerated diffusion processes is proved, furthermore, an order-preserving coupling operator is given.