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

被引：31
|
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.
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页码：421 / 428
页数：8
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