Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2017.03.011
Abstract: Abstract The paper considers a process Z t = ( X t , Y t ) where X t is the position of a particle and Y t its velocity, driven by a hypoelliptic bi-dimensional… read more here.
Keywords: stochastic damping; observation; damping hamiltonian; estimation stochastic ... See more keywords
Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
Sign Up to like & getrecommendations! Published in 2022 at "Bernoulli"
DOI: 10.3150/22-bej1548
Abstract: In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov processes while is… read more here.
Keywords: damping hamiltonian; dynamics state; ergodicity; non local ... See more keywords