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.
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页码：2679 / 2709
页数：31
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