| Texto completo | |
| Autor(es): |
Locherbach, E.
Número total de Autores: 1
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| Tipo de documento: | Artigo Científico |
| Fonte: | Stochastic Processes and their Applications; v. 128, n. 6, p. 1797-1829, JUN 2018. |
| Citações Web of Science: | 0 |
| Resumo | |
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) | |
| Processo FAPESP: | 13/07699-0 - Centro de Pesquisa, Inovação e Difusão em Neuromatemática - NeuroMat |
| Beneficiário: | Oswaldo Baffa Filho |
| Modalidade de apoio: | Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs |