A criterion on the exponential ergodicity in the Bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching

TitleA criterion on the exponential ergodicity in the Bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching
Publication TypeBook Chapter
Year of Publication2023
AuthorsCzapla D, Horbacz K, Wojewódka-Ściążko H
Book TitleInternational Conference of Numerical Analysis and Applied Mathematics ICNAAM 2021
Volume2849
Series Volume450015
PublisherAIP Publishing
CityMelville, New York
ISBN Number978-0-7354-4182-8
Abstract

We are concerned with a subclass of piecewise-deterministic Markov processes (PDMPs) that evolve on a Polish space through random jumps at exponentially distributed time intervals, while the behaviour between jumps is governed by a finite collection of flows, selected randomly at the jump times. The main goal of this paper is to provide a set of conditions sufficient for the exponential ergodicity of the corresponding transition semigroup in terms of the bounded Lipschitz distance.

URLhttps://doi.org/10.1063/5.0163391
DOI10.1063/5.0163391

Historia zmian

Data aktualizacji: 20/10/2023 - 15:37; autor zmian: Hanna Wojewódka Ściążko (hws@iitis.pl)