Tytuł | A criterion on the exponential ergodicity in the Bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching |
Publication Type | Book Chapter |
Rok publikacji | 2023 |
Autorzy | Czapla D, Horbacz K, Wojewódka-Ściążko H |
Book Title | International Conference of Numerical Analysis and Applied Mathematics ICNAAM 2021 |
Volume | 2849 |
Series Volume | 450015 |
Publisher | AIP Publishing |
City | Melville, New York |
ISBN Number | 978-0-7354-4182-8 |
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. |
URL | https://doi.org/10.1063/5.0163391 |
DOI | 10.1063/5.0163391 |