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

2022/08/02 by Mosievich, Kirill
#60H10 #60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2208.01737

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.

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