Geodesic
Piecewise-deterministic Markov processes
Jolanta Kazak1
1 Institute of Mathematics University of Silesia Bankowa 14 40-007 Katowice, Poland
Annales Polonici Mathematici, Tome 109 (2013) no. 3, pp. 279-296.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/ap109-3-4
Keywords: poisson driven stochastic differential equations separable banach space examined sufficient conditions given asymptotic stability markov operator corresponding change distribution jump jump criteria continuous dependence invariant measure intensity poisson process

Jolanta Kazak 1

1 Institute of Mathematics University of Silesia Bankowa 14 40-007 Katowice, Poland 
@article{10_4064_ap109_3_4,
     author = {Jolanta Kazak},
     title = {Piecewise-deterministic {Markov} processes},
     journal = {Annales Polonici Mathematici},
     pages = {279--296},
     publisher = {mathdoc},
     volume = {109},
     number = {3},
     year = {2013},
     doi = {10.4064/ap109-3-4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/ap109-3-4/}
}
TY  - JOUR
AU  - Jolanta Kazak
TI  - Piecewise-deterministic Markov processes
JO  - Annales Polonici Mathematici
PY  - 2013
SP  - 279
EP  - 296
VL  - 109
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ap109-3-4/
DO  - 10.4064/ap109-3-4
LA  - en
ID  - 10_4064_ap109_3_4
ER  - 
%0 Journal Article
%A Jolanta Kazak
%T Piecewise-deterministic Markov processes
%J Annales Polonici Mathematici
%D 2013
%P 279-296
%V 109
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/ap109-3-4/
%R 10.4064/ap109-3-4
%G en
%F 10_4064_ap109_3_4
Jolanta Kazak. Piecewise-deterministic Markov processes. Annales Polonici Mathematici, Tome 109 (2013) no. 3, pp. 279-296. doi : 10.4064/ap109-3-4. http://geodesic.mathdoc.fr/articles/10.4064/ap109-3-4/

Cité par Sources :