Poisson driven stochastic differential equations on a separable Banach space are examined. Some sufficient conditions are given for the asymptotic stability of a Markov operator P corresponding to the change of distribution from jump to jump. We also give criteria for the continuous dependence of the invariant measure for P on the intensity of the Poisson process.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-ap109-3-4,
author = {Jolanta Kazak},
title = {Piecewise-deterministic Markov processes},
journal = {Annales Polonici Mathematici},
volume = {107},
year = {2013},
pages = {279-296},
zbl = {06223856},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap109-3-4}
}
Jolanta Kazak. Piecewise-deterministic Markov processes. Annales Polonici Mathematici, Tome 107 (2013) pp. 279-296. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap109-3-4/