A note on absolute continuity of stationary distributions of some piecewise-deterministic Markov process
| Author | Czapla D.; Horbacz K.; Wojewódka-Ściążko H. |
|---|---|
| Title | A note on absolute continuity of stationary distributions of some piecewise-deterministic Markov process |
| Journal | International Conference of Numerical Analysis and Applied Mathematics 2020 (ICNAAM 2020) |
| Year | 2022 |
| Status | Published |
| Volume | 2425 |
| DOI | 10.1063/5.0081329 |
| Abstract | <p>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.</p> |
| Publisher | AIP Publishing |
| ISBN | 978-0-7354-4182-8 |