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On sufficient conditions of transience for a stochastic differential equation with switching
- Publication Year :
- 2022
-
Abstract
- Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the conditions for exponential ergodicity with a given switching system.<br />Comment: 10 pages, in English language. In this commit, the results were expanded
- Subjects :
- Mathematics - Probability
60H10, 60J60
Subjects
Details
- Language :
- English
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2208.01737
- Document Type :
- Working Paper