Supports of invariant measures for piecewise deterministic Markov processes

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant control sets determine the supports.

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Bibliographic Details
Published in:Nonlinearity 2017-09, Vol.30 (9), p.3400-3418
Main Authors: Benaïm, M, Colonius, F, Lettau, R
Format: Article
Language:English
Subjects:
control sets
invariant measures
piecewise deterministic Markov process
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Description
Summary:For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant control sets determine the supports.
ISSN:0951-7715
1361-6544
DOI:10.1088/1361-6544/aa7e94