Regularity of invariant densities for 1D systems with random switching

DOI10.1088/0951-7715/28/11/3755zbMath1327.93396arXiv1406.5425OpenAlexW3103901317MaRDI QIDQ3458787

Yu. Yu. Bakhtin, Tobias Hurth, Jonathan C. Mattingly

Publication date: 23 December 2015

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.5425

zbMATH Keywords

piecewise deterministic Markov processesinvariant densitiesrandomly switched ODEs

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic stability in control theory (93E15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cites Work

• Qualitative properties of certain piecewise deterministic Markov processes
• Quantitative ergodicity for some switched dynamical systems
• Hybrid switching diffusions. Properties and applications
• Non-equilibrium thermodynamics of piecewise deterministic Markov processes
• Fluid stochastic Petri nets: Theory, applications, and solution techniques
• Exponential ergodicity for Markov processes with random switching
• Invariant densities for dynamical systems with random switching