Piecewise-deterministic Markov processes

• Autorzy: Jolanta Kazak
• Języki publikacji: EN

Abstrakty

EN

Poisson driven stochastic differential equations on a separable Banach space are examined. Some sufficient conditions are given for the asymptotic stability of a Markov operator P corresponding to the change of distribution from jump to jump. We also give criteria for the continuous dependence of the invariant measure for P on the intensity of the Poisson process.

Kategorie tematyczne

• 37A30: Ergodic theorems, spectral theory, Markov operators
• 93D20: Asymptotic stability

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Annales Polonici Mathematici
• Rocznik: 2013
• Tom: 109
• Numer: 3
• Strony: 279-296

Daty

wydano

2013

Twórcy

autor

Jolanta Kazak

• Institute of Mathematics, University of Silesia, Bankowa 14, 40-007 Katowice, Poland

Identyfikatory

DOI

10.4064/ap109-3-4