Stability and ergodicity of piecewise deterministic Markov processes

  title={Stability and ergodicity of piecewise deterministic Markov processes},
  author={Oswaldo Luiz V. Costa and François Dufour},
  journal={2008 47th IEEE Conference on Decision and Control},
The main goal of this paper is to establish some equivalence results on stability, recurrence between a piecewise deterministic Markov process (PDMP for short) {X(t)} and an embedded discrete-time Markov chain {¿n} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP contrary to the resolvent kernel. First we establish some important results characterizing {¿n} as a sampling of the PDMP {X(t)} and deriving a connection… CONTINUE READING
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