Positive recurrence of a solution of an SDE with variable switching intensities
Probability
2023-01-02 v2
Abstract
Positive recurrence of a -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.
Keywords
Cite
@article{arxiv.2111.00248,
title = {Positive recurrence of a solution of an SDE with variable switching intensities},
author = {Alexander Veretennikov},
journal= {arXiv preprint arXiv:2111.00248},
year = {2023}
}
Comments
20 pages, 15 refs