首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps
Authors:E Löcherbach
Institution:CNRS UMR 8088, Département de Mathématiques, Université de Cergy-Pontoise, 2 avenue Adolphe Chauvin, 95302 Cergy-Pontoise Cedex, France
Abstract:We consider piecewise deterministic Markov processes with degenerate transition kernels of the house-of-cards- type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times.
Keywords:primary  60Hxx  secondary  60J75  60G55  Piecewise deterministic Markov processes  Invariant measure  Integration by parts based on jump times  Jump processes
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号