On sufficient conditions of transience for a stochastic differential equation with switching
Probability
2024-06-26 v3
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.
Keywords
Cite
@article{arxiv.2208.01737,
title = {On sufficient conditions of transience for a stochastic differential equation with switching},
author = {Kirill Mosievich},
journal= {arXiv preprint arXiv:2208.01737},
year = {2024}
}
Comments
10 pages, in Russian language. In this commit, the results were expanded