Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation

DOI10.1080/14689367.2018.1485879zbMath1411.37006arXiv1801.06684OpenAlexW2963159236WikidataQ115295404 ScholiaQ115295404MaRDI QIDQ4632232

Joanna Kubieniec, Dawid Czapla

Publication date: 29 April 2019

Published in: Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.06684

zbMATH Keywords

asymptotic stabilityMarkov operatorexponential ergodicitypiecewise-deterministic Markov processPoisson-driven stochastic differential equation

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodic theorems, spectral theory, Markov operators (37A30) Generation, random and stochastic difference and differential equations (37H10)

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