On order-preservation and positive correlations for multidimensional diffusion processes (Q1326316)
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scientific article; zbMATH DE number 569050
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| English | On order-preservation and positive correlations for multidimensional diffusion processes |
scientific article; zbMATH DE number 569050 |
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On order-preservation and positive correlations for multidimensional diffusion processes (English)
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24 July 1994
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As a continuation of the study by \textit{I. Herbst} and \textit{L. Pitt} [ibid. 87, No. 3, 275-312 (1991; Zbl 0688.60062)], 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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multidimensional diffusion processes
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positive correlations
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0.9069923
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0.89994377
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0.87226003
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0.8637481
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