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

DOI10.1007/s40072-022-00265-7zbMath1499.60204arXiv2111.00248OpenAlexW3210142108WikidataQ114219497 ScholiaQ114219497MaRDI QIDQ2093311

Alexander Yu. Veretennikov

Publication date: 7 November 2022

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.00248

zbMATH Keywords

diffusionswitchingpositive recurrencevariable switching intensities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• Stabilization and destabilization of hybrid systems of stochastic differential equations
• Some remarks and examples concerning the transience and recurrence of random diffusions
• Stability of regime-switching stochastic differential equations
• Stability of regime-switching processes under perturbation of transition rate matrices
• Exponential ergodicity for Markov processes with random switching
• Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
• On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
• Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS

This page was built for publication: Positive recurrence of a solution of an SDE with variable switching intensities