论文标题
在足够的瞬时条件下,开关的随机微分方程
On sufficient conditions of transience for a stochastic differential equation with switching
论文作者
论文摘要
已经为Markov扩散模型建立了足够的条件,该模型已经建立了交换和两种模式,即瞬态和偏僻的模式,其强度远离零。本文显示了通过给定的开关系统指数型的条件的局限性。
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.