{
  "id": "2212.13921",
  "version": "v1",
  "published": "2022-12-28T16:10:59.000Z",
  "updated": "2022-12-28T16:10:59.000Z",
  "title": "On higher order moments and recurrence of an SDE with switching",
  "authors": [
    "Alexander Veretennikov"
  ],
  "comment": "25 pages, 10 references",
  "categories": [
    "math.PR"
  ],
  "abstract": "Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The approach is based on embedded Markov chains and a priori bounds for the moments of $X_t$ at moments of jumps of the discrete component.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-12-28T16:10:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60J60"
    ],
    "keywords": [
      "higher order moments",
      "second order recurrence",
      "dimensional diffusion",
      "additive wiener process",
      "discrete component"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 25,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}