Invariant measures related with randomly connected Poisson driven differential equations

DOI10.4064/AP79-1-3zbMATH Open1011.60036OpenAlexW1992923609MaRDI QIDQ4548895FDOQ4548895

Katarzyna Horbacz

Publication date: 27 August 2002

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

Full work available at URL: https://doi.org/10.4064/ap79-1-3

zbMATH Keywords

Markov chainsHausdorff dimensionMarkov semigroupMarkov operatorsFeller operatorLévy concentration functionexistence of invariant measuregeneralized Rényi dimensionsPoisson random counting measurestochastic differential equation with Poisson type perturbations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Dimension theory of smooth dynamical systems (37C45)

Cited In (8)

• Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
• Random dynamical systems with jumps
• The Strassen invariance principle for certain non-stationary Markov–Feller chains
• Title not available (Why is that?)
• Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
• Pointwise and Renyi dimensions of an invariant measure of random dynamical systems with jumps
• Invariant measures related with Poisson driven stochastic differential equation.
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows

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