| Full text | |
| Author(s): |
Locherbach, E.
Total Authors: 1
|
| Document type: | Journal article |
| Source: | Stochastic Processes and their Applications; v. 128, n. 6, p. 1797-1829, JUN 2018. |
| Web of Science Citations: | 0 |
| Abstract | |
We consider piecewise deterministic Markov processes with degenerate transition kernels of the house-of-cards- type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times. (C) 2017 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat |
| Grantee: | Oswaldo Baffa Filho |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |