In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant...In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant measure. We also provide the explicit representation of the stationary distribution and invariant measure based on the hitting times of the process.展开更多
This work is concerned with successful couplings for a class of multidimensional difusion processes with state-dependent switching.We construct a type of couplings for this class of processes,and give some sufcient co...This work is concerned with successful couplings for a class of multidimensional difusion processes with state-dependent switching.We construct a type of couplings for this class of processes,and give some sufcient conditions to guarantee this type of couplings to be successful.Besides,two illustrative examples are provided.展开更多
基金supported by National Natural Science Foundation of China(Grant No.11301030)Beijing Higher Education Young Elite Teacher Project
文摘In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant measure. We also provide the explicit representation of the stationary distribution and invariant measure based on the hitting times of the process.
基金supported by National Natural Science Foundation of China(Grant No.11171024)Foundation for the Author of National Excellent Doctoral Dissertation of China(Grant No.200917)
文摘This work is concerned with successful couplings for a class of multidimensional difusion processes with state-dependent switching.We construct a type of couplings for this class of processes,and give some sufcient conditions to guarantee this type of couplings to be successful.Besides,two illustrative examples are provided.