关于带切换随机微分方程暂态性的充分条件
概率论
2024-06-26 v3
摘要
针对具有切换且含暂态与遍历两种模式、其强度远离零的马尔可夫扩散模型,已建立该过程暂态性的充分条件。本文展示了给定切换系统下指数遍历性条件所具有的局限性。
引用
@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}
}
备注
10 pages, in Russian language. In this commit, the results were expanded