Invariant measures related with Poisson driven stochastic differential equation.

DOI10.1016/S0304-4149(03)00017-6zbMath1075.60535WikidataQ115339248 ScholiaQ115339248MaRDI QIDQ2574577

Janusz Traple, Andrzej Lasota

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Hausdorff dimensionPoisson random measure

Mathematics Subject Classification ID

Related Items (15)

Law of large numbers for random dynamical systems ⋮ Strong law of large numbers for continuous 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 ⋮ Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions ⋮ Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation ⋮ On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ Continuous random dynamical systems ⋮ Random dynamical systems with jumps ⋮ Pointwise and Renyi dimensions of an invariant measure of random dynamical systems with jumps ⋮ Invariant measures for stochastic evolution equations of pure jump type ⋮ Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows ⋮ Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains

Cites Work

• Growth, fission and the stable size distribution
• On the stability of the cell size distribution
• A criterion of density for solutions of Poisson-driven SDEs
• Strict positivity of the density for a poisson driven S.D.E
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