| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7550173 | Stochastic Processes and their Applications | 2018 | 33 Pages |
Abstract
We consider piecewise deterministic Markov processes with degenerate transition kernels of the house-of-cards- type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
E. Löcherbach,
