带机制切换的跳扩散过程的常返性研究

The Recurrence and Transience of the Jump-Diffusion Processes with Regime Switching

研究带机制切换跳扩散过程的常返性和暂留性的充分条件,通过引入对称正定矩阵E,利用M矩阵理论,分别分析了切换过程的状态空间是有限和无穷两种情况下带机制切换跳扩散过程的常返性和暂留性.

This work studies the recurrence and the transience of jump diffusion processes with regime switching.Some criteria with sufficient conditions for recurrence and the transience are provided based on Markov switching and state-dependent switching.Also,we also consider the infinite state space.