%0 Journal Article
%T Criteria for transience and recurrence of regime-switching diffusion processes
%A Jinghai Shao
%J Mathematics
%D 2014
%I arXiv
%X We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-independent and state-dependent regime-switching diffusion processes in a finite space and a countable space are both studied. We put forward a finite partition method to deal with switching process in a countable space. As an application, we improve the known criteria for recurrence of linear regime-switching diffusion processes, and provide an on-off type criterion for a kind of nonlinear regime-switching diffusion processes.
%U http://arxiv.org/abs/1403.3135v2