Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
Author:
Affiliation:
1. Institute of Mathematics, University of Silesia in Katowice, Katowice, Poland
Publisher
Informa UK Limited
Subject
Computer Science Applications,General Mathematics
Link
https://www.tandfonline.com/doi/pdf/10.1080/14689367.2018.1485879
Reference30 articles.
1. Qualitative properties of certain piecewise deterministic Markov processes
2. Financial Modelling with Jump Processes
3. Growth, fission and the stable size distribution
4. On the stability of the cell size distribution
5. Convergence of Baire measures
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. On the Existence and Uniqueness of Stationary Distributions for Some Piecewise Deterministic Markov Processes with State-Dependent Jump Intensity;Results in Mathematics;2024-06-14
2. The Central Limit Theorem for Markov Processes that are Exponentially Ergodic in the Bounded-Lipschitz Norm;Qualitative Theory of Dynamical Systems;2023-09-22
3. Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows;Nonlinear Analysis;2022-02
4. On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows;Nonlinear Analysis;2021-12
5. The Law of the Iterated Logarithm for Random Dynamical System with Jumps and State-Dependent Jump Intensity;Annales Mathematicae Silesianae;2021-08-30
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3