Criterion on stability for Markov processes applied to a model with jumps

被引：7
|
作者：
Bessaih, H. [1 ]
Kapica, R. [2 ]
Szarek, T. [3 ]
机构：
[1] Univ Wyoming, Dept Math, Laramie, WY 82071 USA
[2] Silesian Univ, Dept Math, PL-40007 Katowice, Poland
[3] Univ Gdansk, Inst Math, PL-80952 Gdansk, Poland
来源：
SEMIGROUP FORUM | 2014年 / 88卷 / 01期
关键词：
Ergodicity of Markov families; Invariant measures; Dynamical systems with jumps; INVARIANT-MEASURES; FUNCTION SYSTEMS; ERGODICITY; EQUATIONS; PDES;
D O I：
10.1007/s00233-013-9503-x
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We formulate and prove a new criterion for stability of e-processes. In particular we show that any e-process which is averagely bounded and concentrating is asymptotically stable. This general result is applied to a stochastic process with jumps that is a continuous counterpart of the chain considered in Szarek (Ann. Probab. 34:1849-1863, 2006).
引用
收藏
页码：76 / 92
页数：17
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