Prefer a chat interface with context about you and your work?
FKG Inequality for Brownian Motion and Stochastic Differential Equations
The purpose of this work is to study some possible application of FKG inequality to the Brownian motion and to Stochastic Differential Equations. We introduce a special ordering on the Wiener space and prove the FKG inequality with respect to this ordering. Then we apply this result on the solutions …