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 
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Jolanta Kazak. Piecewise-deterministic Markov processes. Annales Polonici Mathematici, Tome 109 (2013) no. 3, pp. 279-296. doi: 10.4064/ap109-3-4

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