RECURRENCE AND PERIODICITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH REGIME-SWITCHING JUMP DIFFUSIONS

被引：0
|
作者：
Gao, Yue [1 ]
Jiang, Xiaomeng [1 ]
Li, Yong [1 ,2 ,3 ]
机构：
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
[2] Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China
[3] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Changchun 130024, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2024年 / 29卷 / 06期
关键词：
Regime-switching jump diffusion; recurrence; Lyapunov function; M-matrix method; TRANSIENCE; STABILITY; CRITERIA;
D O I：
10.3934/dcdsb.2023197
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
. In this paper, we consider a regime-switching jump diffusion process (RSJDP) generated by a nonautonomous stochastic differential equation. First, we show that the underlying process is recurrent, positive recurrent and transient in a finite state space or an infinite countable state space. Then we prove the existence of periodic solutions in distribution. Finally, we give some examples to illustrate our criteria.
引用
收藏
页码：2679 / 2709
页数：31
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