Piecewise-deterministic Markov processes

DOI10.4064/AP109-3-4MaRDI QIDQ2859332zbMATH OpenOpenAlexFDO

Authors Jolanta Kazak

Publication date 7 November 2013

Published in Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/ap109-3-4

zbMATH Keywords

asymptotic stabilityMarkov operatorsPoisson-driven differential equation

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Continuous-time Markov processes on general state spaces (60J25) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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Cited in

(18)

• Markov semigroups generated by a Poisson driven differential equation
• Regularity and stability for the semigroup of jump diffusions with state-dependent intensity
• Piecewise deterministic Markov processes for continuous-time Monte Carlo
• Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
• Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
• Random dynamical systems with jumps and with a function-type intensity
• A class of piecewise deterministic Markov processes
• scientific article; zbMATH DE number 1803307 (Why is no real title available?)
• On Piecing Together Locally Defined Markov Processes
• Stochastic differential equation driven by a pure-birth process
• Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
• Stability of Piecewise-Deterministic Markov Processes
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN
• Supports of invariant measures for piecewise deterministic Markov processes
• Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
• On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity

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