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arXiv:2111.00248 [math.PR]AbstractReferencesReviewsResources

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

Alexander Veretennikov

Published 2021-10-30, updated 2021-11-03Version 2

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.

Comments: 20 pages, 15 refs
Categories: math.PR
Subjects: 60H10, 60J60
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