In this paper, we investigate the non-confluence property of a class of stochastic differential equations with Markovian switching driven by fractional Brownian motion with Hurst parameter \(H\in (1/2,1)\). By using the generalized Itô formula and stopping time techniques, we obtain some sufficient conditions ensuring the non-confluence property for the considered equations. Additionally, we present two important corollaries on the non-confluence property by the Poisson equation and M-matrix, respectively, which can verify the non-confluence property more effectively than the general condition. Finally, we provide an example to illustrate the practical usefulness of our theoretical results.

在本文中，我们研究了一类由具有 Hurst 参数\(H\in (1/2,1)\) 的分数布朗运动驱动的马尔可夫切换随机微分方程的非汇合性质。通过使用广义 Itô 公式和停止时间技术，我们获得了一些确保所考虑方程的非汇合性质的充分条件。此外，我们分别通过泊松方程和M矩阵提出了关于不汇合性质的两个重要推论，这比一般条件更有效地验证了不汇合性质。最后，我们提供一个例子来说明我们的理论结果的实际用途。