scientific article; zbMATH DE number 1803307

Publication date 13 March 2003

Markov operators pointwise dimension Poisson driven differential equations

Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Discrete-time Markov processes on general state spaces (60J05)

Review text

In the introduction the author considers the stochastic differential equation \[ d\xi(t)= a(\xi(t)) dt+ \int_\Theta \sigma(\xi(t),\theta) N_p(dt,d\theta)\tag{1} \] for \(t\geq 0\) with initial condition \[ \xi(0)= \xi_0,\tag{2} \] where \((\xi(t))_{t\geq 0}\) is a stochastic process with values in a separable Banach space \(E\). Assumptions concerning the coefficients \(a: E\to E\), \(\sigma: E\times\Theta\to E\) and the Poisson random measure \(N_p\) are presented in Section 1. The equations (1) and (2) define a semigroup of Markov operators \((P^t)_{t\geq 0}\) acting on the space of all Borel measures on \(E\) which is continuous in the weak topology [see \textit{I. I. Gikhman} and \textit{A. V. Skorokhod}, ``Stochastic differential equations and their applications (1982; Zbl 0557.60041), and \textit{A. Lasota} and \textit{J. Traple} (to be published)]. This semigroup is characterized by the property: If \(\mu\) is the distribution of the initial random vector \(\xi_0\), then \(P^t\mu\) is the distribution of \(\xi(t)\). The aim of this note is to give a sufficient condition for the asymptotic stability of \((P_t)_{t\geq 0}\). See also \textit{J. Traple} [Bull. Pol. Acad. Sci., Math. 44, No. 2, 183-195 (1996; Zbl 0858.60066)] and \textit{L.-s. Young} [Ergodic Theory Dyn. Syst. 2, 109-124 (1982; Zbl 0523.58024)]. In Section 2, the author recalls the definitions concerning Markov semigroups and treats the assumptions concerning problem (1) and (2). In Section 3, he proves the main result -- Theorem 3.4 -- a criterion for the asymptotic stability. In the last section, the author gives a lower estimation for the pointwise dimension of the unique invariant measure.

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