Piecewise-deterministic Markov processes

Jolanta Kazak. "Piecewise-deterministic Markov processes." Annales Polonici Mathematici 109.3 (2013): 279-296. <http://eudml.org/doc/281066>.

@article{JolantaKazak2013,
abstract = {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.},
author = {Jolanta Kazak},
journal = {Annales Polonici Mathematici},
keywords = {Markov operators; asymptotic stability; Poisson driven differential equation},
language = {eng},
number = {3},
pages = {279-296},
title = {Piecewise-deterministic Markov processes},
url = {http://eudml.org/doc/281066},
volume = {109},
year = {2013},
}

TY - JOUR
AU - Jolanta Kazak
TI - Piecewise-deterministic Markov processes
JO - Annales Polonici Mathematici
PY - 2013
VL - 109
IS - 3
SP - 279
EP - 296
AB - 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.
LA - eng
KW - Markov operators; asymptotic stability; Poisson driven differential equation
UR - http://eudml.org/doc/281066
ER -