Substochastic semigroups and densities of piecewise deterministic Markov processes

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:357

Article

Tyran-Kaminska, Marta^1,2 

[1] Silesian Univ, Inst Math, PL-40007 Katowice, Poland

[2] Polish Acad Sci, Inst Math, PL-40007 Katowice, Poland

关键词: Piecewise deterministic Markov process;    Stochastic semigroup;    Strongly stable semigroup;    Fragmentation models;   

DOI  :  10.1016/j.jmaa.2009.04.033

来源: Elsevier

【 摘 要 】

Necessary and sufficient conditions are given for a substochastic semigroup on L-1 obtained through the Kato-Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise deterministic Markov process, provide a probabilistic interpretation of our results, and apply them to fragmentation equations. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free