Criterion on stability for Markov processes applied to a model with jumps (Q2447224)
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English | Criterion on stability for Markov processes applied to a model with jumps |
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Criterion on stability for Markov processes applied to a model with jumps (English)
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25 April 2014
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The main result of this paper is a proof that any averagely bounded Markov semigroup with the e-property concentrating at some point is stable and admits a unique invariant measure. A Markov semigroup possesses the e-property if the family of functions is equicontinuous on every point four any bounded Lipschitz function. To illustrate the main result, the paper presents a dynamical system with jumps, in particular a general flow on some Polish space disturbed by an iterated function system at exponentially distributed time epochs.
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ergodicity of Markov families
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invariant measures
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dynamical systems with jumps
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