On coupling of jump processes

MaRDI QIDQ1192389zbMATH OpenFDO

Authors Mu-Fa Chen

Publication date 27 September 1992

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

regularityorder-preservationmarginalitycouplings of jump processescriteria for the monotonicity of jump processes

Mathematics Subject Classification ID

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• Coupling of Wiener processes by using copulas
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• Coupling for jump processes
• On ε-coupling and piecewise constant processes
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• On order-preservation and positive correlations for multidimensional diffusion processes
• Sufficient and necessary conditions for stochastic comparability of jump processes

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