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

页码：2679 / 2709

页数：31

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