Displaying similar documents to “Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation”

Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

Dan Goreac (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied...

Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

Dan Goreac (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied...

Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

Dan Goreac (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied...

Autocovariance structure of powers of switching-regime ARMA Processes

Christian Francq, Jean-Michel Zakoïan (2010)

ESAIM: Probability and Statistics

Similarity:

In Francq and Zakoïan [4], we derived stationarity conditions for ARMA models subject to Markov switching. In this paper, we show that, under appropriate moment conditions, the powers of the stationary solutions admit weak ARMA representations, which we are able to characterize in terms of , the coefficients of the model in each regime, and the transition probabilities of the Markov chain. These representations are potentially useful for statistical applications.