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On sufficient conditions of transience for a stochastic differential equation with switching

Authors :
Mosievich, Kirill
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

Details

Language :
English
Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2208.01737
Document Type :
Working Paper