scientific article; zbMATH DE number 843182
From MaRDI portal
Publication:4862591
zbMath0835.60058MaRDI QIDQ4862591
Publication date: 26 March 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsasymptotic stability of Markov operators on metric spacesPoisson type perturbations
Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Stochastic analysis (60H99)
Related Items (21)
A criterion on asymptotic stability for partially equicontinuous Markov operators ⋮ Generic properties of measures invariant with respect to the Ważewska partial differential equation ⋮ On the geometric ergodicity for a generalized IFS with probabilities ⋮ The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ Self-similar solution for Hardy operator ⋮ Convergence in law of iterates of weakly contractive in mean random-valued functions ⋮ Continuous dependence in a problem of convergence of random iteration ⋮ Refinement equations and Feller operators ⋮ Criterion on stability for Markov processes applied to a model with jumps ⋮ The geometric rate of convergence of random iteration in the Hutchinson distance ⋮ Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation ⋮ On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity ⋮ Random dynamical systems with jumps ⋮ The contraction principle for mappings on a metric space with a graph ⋮ A useful version of the central limit theorem for a general class of Markov chains ⋮ 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 ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains ⋮ Invariant measures related with Poisson driven stochastic differential equation.
This page was built for publication: