Dynamics and density evolution in piecewise deterministic growth processes

Michael C. Mackey; Marta Tyran-Kamińska

Annales Polonici Mathematici (2008)

  • Volume: 94, Issue: 2, page 111-129
  • ISSN: 0066-2216

Abstract

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A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.

How to cite

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Michael C. Mackey, and Marta Tyran-Kamińska. "Dynamics and density evolution in piecewise deterministic growth processes." Annales Polonici Mathematici 94.2 (2008): 111-129. <http://eudml.org/doc/280501>.

@article{MichaelC2008,
abstract = {A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.},
author = {Michael C. Mackey, Marta Tyran-Kamińska},
journal = {Annales Polonici Mathematici},
keywords = {first order partial differential equation; stochastic semigroup; asymptotic stability; invariant density},
language = {eng},
number = {2},
pages = {111-129},
title = {Dynamics and density evolution in piecewise deterministic growth processes},
url = {http://eudml.org/doc/280501},
volume = {94},
year = {2008},
}

TY - JOUR
AU - Michael C. Mackey
AU - Marta Tyran-Kamińska
TI - Dynamics and density evolution in piecewise deterministic growth processes
JO - Annales Polonici Mathematici
PY - 2008
VL - 94
IS - 2
SP - 111
EP - 129
AB - A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.
LA - eng
KW - first order partial differential equation; stochastic semigroup; asymptotic stability; invariant density
UR - http://eudml.org/doc/280501
ER -

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