Supports of Invariant Measures for Piecewise Deterministic Markov Processes
Dynamical Systems
2018-04-05 v2 Optimization and Control
Probability
Abstract
For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant control sets determine the supports.
Keywords
Cite
@article{arxiv.1604.06219,
title = {Supports of Invariant Measures for Piecewise Deterministic Markov Processes},
author = {Michel Benaïm and Fritz Colonius and Lettau Ralph},
journal= {arXiv preprint arXiv:1604.06219},
year = {2018}
}