ON ORDER-PRESERVATION AND POSITIVE CORRELATIONS FOR MULTIDIMENSIONAL DIFFUSION-PROCESSES

被引：32

作者：

CHEN, MF

WANG, FY

机构：

[1] Department of Mathematics, Beijing Normal University, Beijing

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1993年 / 95卷 / 03期

关键词：

Mathematics Subject Classification (1991): 60J60;

D O I：

10.1007/BF01192172

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：421 / 428

页数：8