{
  "id": "2111.00248",
  "version": "v2",
  "published": "2021-10-30T13:34:56.000Z",
  "updated": "2021-11-03T16:19:23.000Z",
  "title": "Positive recurrence of a solution of an SDE with variable switching intensities",
  "authors": [
    "Alexander Veretennikov"
  ],
  "comment": "20 pages, 15 refs",
  "doi": "10.1007/s40072-022-00265-7",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2021-11-03T16:19:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60J60"
    ],
    "keywords": [
      "variable switching intensities",
      "positive recurrence",
      "dimensional diffusion",
      "transient regimes",
      "embedded markov chains"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "Springer"
    },
    "note": {
      "typesetting": "TeX",
      "pages": 20,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}