Gluing and coupling

Shun-Xiang Ouyang

Statistics & Probability Letters, 2010, vol. 80, issue 15-16, 1196-1199

Abstract: We show a martingale solution for operators of the form , where L1, L2 are second order differential operators and [tau] is a stopping time. As applications, we study the existence of couplings.

Keywords: Martingale; Coupling; Stopping; time (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00096-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:80:y:2010:i:15-16:p:1196-1199

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().