Electronic Resource
Springer
Probability theory and related fields
95 (1993), S. 421-428
ISSN:
1432-2064
Keywords:
60J60
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01192172
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