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| Auteur principal: | |
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| Format: | Preprint |
| Publié: |
2022
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| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2208.01737 |
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| _version_ | 1866909230727954432 |
|---|---|
| author | Mosievich, Kirill |
| author_facet | Mosievich, Kirill |
| contents | Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the conditions for exponential ergodicity with a given switching system. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2208_01737 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | On sufficient conditions of transience for a stochastic differential equation with switching Mosievich, Kirill Probability 60H10, 60J60 Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the conditions for exponential ergodicity with a given switching system. |
| title | On sufficient conditions of transience for a stochastic differential equation with switching |
| topic | Probability 60H10, 60J60 |
| url | https://arxiv.org/abs/2208.01737 |