Title | On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows |
Publication Type | Journal Article |
Year of Publication | 2021 |
Authors | Czapla D, Horbacz K, Wojewódka-Ściążko H |
Journal | Nonlinear Analysis |
Volume | 213 |
Start Page | 112522 |
Date Published | 12/2021 |
Keywords | absolute continuity, ergodic measure, invariant measure, piecewise-deterministic Markov process, singularity, switching semiflows |
Abstract | 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 deterministic motion punctuated by random jumps, occurring at the jump times of a Poisson process. The post-jump locations are obtained via random transformations of the pre-jump states. Between the jumps, the motion is governed by continuous semiflows, which are switched directly after the jumps. The main goal of this paper is to provide a set of verifiable conditions implying that any invariant distribution of the process under consideration that corresponds to an ergodic invariant measure of the Markov chain given by its post-jump locations has a density with respect to the Lebesgue measure. |
DOI | 10.1016/j.na.2021.112522 |