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We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

概率论 · 数学 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…

泛函分析 · 数学 2009-05-14 Marta Tyran-Kaminska

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

概率论 · 数学 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

概率论 · 数学 2026-01-21 Jean-Gabriel Attali

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient…

概率论 · 数学 2009-09-29 B. Ferrario

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

概率论 · 数学 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

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…

概率论 · 数学 2016-01-27 Eva Löcherbach

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…

偏微分方程分析 · 数学 2009-07-07 Michael C. Mackey , Marta Tyran-Kaminska

We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…

偏微分方程分析 · 数学 2018-02-13 Michele Coti Zelati , Nathan Glatt-Holtz , Konstantina Trivisa

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

偏微分方程分析 · 数学 2022-04-12 Elie Abdo , Mihaela Ignatova

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

概率论 · 数学 2022-03-17 Balint Fárkas , Martin Friesen , Barbara Rüdiger , Dennis Schroers

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the $Q$-matrix of the jump part to study the existence of the invariant probability…

概率论 · 数学 2018-11-29 Shao-Qin Zhang

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

概率论 · 数学 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

概率论 · 数学 2021-05-25 Wei Liu , Jonas M. Tölle

We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…

概率论 · 数学 2020-05-14 Katarzyna Pichór , Ryszard Rudnicki

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

概率论 · 数学 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We establish the continuity of the Markovian semigroup associated with strong solutions of the stochastic 3D Primitive Equations, and prove the existence of an invariant measure. The proof is based on new moment bounds for strong solutions.…

偏微分方程分析 · 数学 2015-06-17 Nathan Glatt-Holtz , Igor Kukavica , Vlad Vicol , Mohammed Ziane

We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…

动力系统 · 数学 2015-06-19 Jose F. Alves , Maria Carvalho
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