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On positive recurrence of 1D diffusions with switching

P. 242–252.
Veretennikov A.

Positive recurrence of one-dimensional diffusion with switching with an additive Wiener process and with one recurrent and one transient regime is established under suitable conditions on the drift in both regimes and on the intensities of switching.

Language: English
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Keywords: диффузияdiffusionspositive recurrenceswitchingпереключениеположительная возвратность
Publication based on the results of:
Methods development of the fractional stochastic calculus (2020)

In book

Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.
M.: RUDN, 2020.
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