Markov semigroups generated by a Poisson driven differential equation

DOI10.1016/S0362-546X(01)00724-6zbMath1004.60062OpenAlexW1984005733WikidataQ115339202 ScholiaQ115339202MaRDI QIDQ1612554

Tomasz Szarek, Stanislaw Wedrychowicz

Publication date: 25 August 2002

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00724-6

zbMATH Keywords

Markov semigroupdifferential equations with Poisson process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07)

Related Items (9)

Law of large numbers for random dynamical systems ⋮ Stability of random dynamical systems on Banach spaces ⋮ Dimension of invariant measures for continuous random dynamical systems ⋮ The central limit theorem for random dynamical systems ⋮ Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation ⋮ Continuous random dynamical systems ⋮ On stability of some general random dynamical system ⋮ Random dynamical systems with jumps ⋮ Continuous random walks and fractional powers of operators

Cites Work

• Markov operators acting on Polish spaces
• Convergence de la répartition empirique vers la répartition théorique
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