Piecewise-deterministic Markov processes
Volume 109 / 2013
Annales Polonici Mathematici 109 (2013), 279-296
MSC: Primary 37A30; Secondary 93D20.
DOI: 10.4064/ap109-3-4
Abstract
Poisson driven stochastic differential equations on a separable Banach space are examined. Some sufficient conditions are given for the asymptotic stability of a Markov operator $P$ corresponding to the change of distribution from jump to jump. We also give criteria for the continuous dependence of the invariant measure for $P$ on the intensity of the Poisson process.
