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On Positive Recurrence of One-Dimensional Diffusions with Independent Switching In Memory of Svetlana Anulova (19.10.1952–21.11.2020)

P. 242–252.
Veretennikov A.
Language: English
Full text
DOI
Text on another site
Keywords: positive recurrencediffusion with switching
Publication based on the results of:
Phase transitions and bifurcations in mathematical models of biophysics, quantum mechanics, disordered systems, magnetohydrodynamics, population dynamics, limit theorems of probability theory (2021)

In book

Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions
Vol. 371. , Springer, 2021.
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Second order recurrence are established for a d-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities, under suitable conditions. As a corollary, the rate of convergence towards the invariant regime of order t^{−2} is claimed. The approach is based on embedded Markov chains ...
Added: July 16, 2026
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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. ...
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