Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps
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DOI: 10.1016/j.spa.2017.08.011
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References listed on IDEAS
- Bally, Vlad & Caramellino, Lucia, 2011. "Riesz transform and integration by parts formulas for random variables," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1332-1355, June.
- Fournier, Nicolas, 2002. "Jumping SDEs: absolute continuity using monotonicity," Stochastic Processes and their Applications, Elsevier, vol. 98(2), pages 317-330, April.
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Keywords
Piecewise deterministic Markov processes; Invariant measure; Integration by parts based on jump times; Jump processes;All these keywords.
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