A piecewise deterministic Markov process with random switching between flows, occuring e.g. in certain stochastic models for gene expression, is considered in this article. The main goal is to provide a set of reasonable conditions under which any stationary distribution of the process that corresponds to an ergodic stationary distribution of the discrete-time Markov chain given by the post-jump locations of this process has a density with respect to the Lebesgue measure.
BT - International Conference of Numerical Analysis and Applied Mathematics 2020 (ICNAAM 2020) CY - Melville, New York DO - 10.1063/5.0081329 LA - eng M1 - 420015 N2 -A piecewise deterministic Markov process with random switching between flows, occuring e.g. in certain stochastic models for gene expression, is considered in this article. The main goal is to provide a set of reasonable conditions under which any stationary distribution of the process that corresponds to an ergodic stationary distribution of the discrete-time Markov chain given by the post-jump locations of this process has a density with respect to the Lebesgue measure.
PB - AIP Publishing PP - Melville, New York PY - 2022 SN - 978-0-7354-4182-8 T2 - International Conference of Numerical Analysis and Applied Mathematics 2020 (ICNAAM 2020) TI - A note on absolute continuity of stationary distributions of some piecewise-deterministic Markov process VL - 2425 ER -