Positive recurrence of a solution of an SDE with variable switching intensities

@article{Veretennikov2022PositiveRO,
  title={Positive recurrence of a solution of an SDE with variable switching intensities},
  author={Alexander Yu. Veretennikov},
  journal={Stochastics and Partial Differential Equations: Analysis and Computations},
  year={2022}
}
  • A. Veretennikov
  • Published 30 October 2021
  • Mathematics
  • Stochastics and Partial Differential Equations: Analysis and Computations
Positive recurrence of a d-dimensional diffusion with switching and with one recurrent and one transient regimes and variable switching intensities is established under suitable conditions. The approach is based on embedded Markov chains. 
1 Citations

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

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