Displaying similar documents to “Dynamics and density evolution in piecewise deterministic growth processes”

From convergence of operator semigroups to gene expression, and back again

Adam Bobrowski (2008)

Banach Center Publications

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The subject of the paper is reciprocal influence of pure mathematics and applied sciences. We illustrate the idea by giving a review of mathematical results obtained recently, related to the model of stochastic gene expression due to Lipniacki et al. [38]. In this model, featuring mRNA and protein levels, and gene activity, the stochastic part of processes involved in gene expression is distinguished from the part that seems to be mostly deterministic, and the dynamics is expressed by...

Asymptotic behaviour of stochastic semigroups.

Esther Dopazo (1990)

Extracta Mathematicae

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The problem to be treated in this note is concerned with the asymptotic behaviour of stochastic semigroups, as the time becomes very large. The subject is largely motived by the Theory of Markov processes. Stochastic semigroups usually arise from pure probabilistic problems such as random walks stochastic differential equations and many others. An outline of the paper is as follows. Section one deals with the basic definitions relative to K-positivity and stochastic semigroups....

An averaging principle for stochastic evolution equations. II.

Bohdan Maslowski, Jan Seidler, Ivo Vrkoč (1991)

Mathematica Bohemica

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In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.

Asymptotic behaviour in the set of nonhomogeneous chains of stochastic operators

Małgorzata Pułka (2012)

Discussiones Mathematicae Probability and Statistics

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We study different types of asymptotic behaviour in the set of (infinite dimensional) nonhomogeneous chains of stochastic operators acting on L¹(μ) spaces. In order to examine its structure we consider different norm and strong operator topologies. To describe the nature of the set of nonhomogeneous chains of Markov operators with a particular limit behaviour we use the category theorem of Baire. We show that the geometric structure of the set of those stochastic operators which have...

Applications of the Kantorovich-Rubinstein maximum principle in the theory of Markov semigroups

Henryk Gacki

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We present new sufficient conditions for the asymptotic stability of Markov operators acting on the space of signed measures. Our results are based on two principles. The first one is the LaSalle invariance principle used in the theory of dynamical systems. The second is related to the Kantorovich-Rubinstein theorems concerning the properties of probability metrics. These criteria are applied to stochastically perturbed dynamical systems, a Poisson driven stochastic differential equation...

Stochastic differential equation driven by a pure-birth process

Marta Tyran-Kamińska (2002)

Annales Polonici Mathematici

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A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.

Asymptotic stability condition for stochastic Markovian systems of differential equations

Efraim Shmerling (2010)

Mathematica Bohemica

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Asymptotic stability of the zero solution for stochastic jump parameter systems of differential equations given by d X ( t ) = A ( ξ ( t ) ) X ( t ) d t + H ( ξ ( t ) ) X ( t ) d w ( t ) , where ξ ( t ) is a finite-valued Markov process and w(t) is a standard Wiener process, is considered. It is proved that the existence of a unique positive solution of the system of coupled Lyapunov matrix equations derived in the paper is a necessary asymptotic stability condition.

A stochastic symbiosis model with degenerate diffusion process

Urszula Skwara (2010)

Annales Polonici Mathematici

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We present a model of symbiosis given by a system of stochastic differential equations. We consider a situation when the same factor influences both populations or only one population is stochastically perturbed. We analyse the long-time behaviour of the solutions and prove the asymptoptic stability of the system.

Invariant measures for nonlinear SPDE's: uniqueness and stability

Bohdan Maslowski, Jan Seidler (1998)

Archivum Mathematicum

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The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.

On asymptotic cyclicity of doubly stochastic operators

Wojciech Bartoszek (1999)

Annales Polonici Mathematici

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It is proved that a doubly stochastic operator P is weakly asymptotically cyclic if it almost overlaps supports. If moreover P is Frobenius-Perron or Harris then it is strongly asymptotically cyclic.