Existence of invariant densities for semiflows with jumps

DOI10.1016/J.JMAA.2015.10.019MaRDI QIDQ892307zbMATH OpenOpenAlexWikidataFDO

Authors Weronika Biedrzycka, M. Tyran-Kamińska

Publication date 18 November 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.03633

zbMATH Keywords

dynamical systemsinvariant densityswitchingpiecewise deterministic Markov processesstochastic semigroupgene expression models

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Abstract: The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt perturbation theorem on the $L^1$-space. We provide a new criterion for the existence of a strictly positive and unique invariant density for such processes. The long time qualitative behavior of the corresponding semigroups is also considered. To illustrate our general results we give a detailed study of a two dimensional model of gene expression with bursting.

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Cited in

(12)

• Dynamics and density evolution in piecewise deterministic growth processes
• A model for random fire induced tree-grass coexistence in savannas
• Existence of invariant densities and time asymptotics of conservative linear kinetic equations on the torus without spectral gaps
• On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• Applications of stochastic semigroups to queueing models
• Densities for piecewise deterministic Markov processes with boundary
• Self-similar solutions of fragmentation equations revisited
• 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
• Convergence rates for semistochastic processes
• Revisiting the logistic growth with random disturbances

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