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Supports of invariant measures for piecewise deterministic Markov processes

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For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control… Click to show full abstract

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant control sets determine the supports.

Keywords: supports invariant; piecewise deterministic; deterministic markov; markov processes; invariant measures

Journal Title: Nonlinearity
Year Published: 2017

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