Densities for piecewise deterministic Markov processes with boundary
From MaRDI portal
Abstract: We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In our approach we use functional-analytic methods and the theory of linear operator semigroups. By imposing general conditions on the characteristics of a given Markov process, we show the existence of a substochastic semigroup describing the evolution of densities for the process and we identify its generator. Our main tool is a new perturbation theorem for substochastic semigroups, where we perturb both the action of the generator and of its domain, allowing to treat general transport-type equations with non-local boundary conditions. A couple of particular examples illustrate our general results.
Recommendations
- Substochastic semigroups and densities of piecewise deterministic Markov processes
- Transport equations and perturbations of boundary conditions
- Existence of invariant densities for semiflows with jumps
- Dynamics and density evolution in piecewise deterministic growth processes
- Asymptotic properties of stochastic semigroups with applications to piecewise deterministic Markov processes
Cites work
- A new approach to transport equations associated to a regular field: Trace results and well-posedness
- Abstract time-dependent transport equations
- Asymptotic decomposition of substochastic operators and semigroups
- Asymptotic stability in a generalized probabilistic/deterministic model of the cell cycle
- Boundary value problems in abstract kinetic theory
- Cell growth and division: a deterministic/probabilistic model of the cell cycle
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Existence of invariant densities for semiflows with jumps
- Exponential ergodicity for Markov processes with random switching
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
- scientific article; zbMATH DE number 3901778 (Why is no real title available?)
- scientific article; zbMATH DE number 4042633 (Why is no real title available?)
- scientific article; zbMATH DE number 1942873 (Why is no real title available?)
- scientific article; zbMATH DE number 3244852 (Why is no real title available?)
- Invariant density and time asymptotics for collisionless kinetic equations with partly diffuse boundary operators
- Markov operators defined by Volterra type integrals with advanced argument
- On asymptotic stability and sweeping of collisionless kinetic equations
- On perturbations of generators of C₀-semigroups
- On resolvent positive operators and positive \(C_ 0\)-semigroups on AL- spaces
- On substochastic C0-semigroups and their generators
- On the semi-group generated by Kolmogoroff's differential equations
- On time reversal of piecewise deterministic Markov processes
- On transport equations driven by a non‐divergence‐free force field
- One-Parameter Semigroups for Linear Evolution Equations
- Perturbation of analytic semigroups and applications to partial differential equations
- Perturbations of positive semigroups with applications
- Piecewise deterministic Markov processes in biological models
- Piecewise deterministic processes in biological models
- Positive semigroups and perturbations of boundary conditions
- Probabilistic and piecewise deterministic models in biology
- Qualitative properties of certain piecewise deterministic Markov processes
- Resolvent Positive Operators
- Semigroup generation properties of streaming operators with noncontractive boundary conditions
- Stability and Ergodicity of Piecewise Deterministic Markov Processes
- Stationary distributions for piecewise-deterministic Markov processes
- Substochastic semigroups and densities of piecewise deterministic Markov processes
- Substochastic semigroups for transport equations with conservative boundary conditions
- The Boltzmann equation and its applications
- The statistical dynamics of recurrent biological events
- Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching
- Unbounded perturbations of the generator domain
Cited in
(7)- Diffusion approximation for a simple kinetic model with asymmetric interface
- Numerical methods for piecewise deterministic Markov processes with boundary
- Dynamics and density evolution in piecewise deterministic growth processes
- Transport equations and perturbations of boundary conditions
- Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
- A kinetic model approximation of Walsh's spider process on the infinite star graph
- Existence of invariant densities for semiflows with jumps
This page was built for publication: Densities for piecewise deterministic Markov processes with boundary
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2320087)
