Criterion on stability for Markov processes applied to a model with jumps Article

Bessaih, H, Kapica, R, Szarek, T. (2014). Criterion on stability for Markov processes applied to a model with jumps . 88(1), 76-92. 10.1007/s00233-013-9503-x

cited authors

  • Bessaih, H; Kapica, R; Szarek, T

authors

abstract

  • We formulate and prove a new criterion for stability of e-processes. In particular we show that any e-process which is averagely bounded and concentrating is asymptotically stable. This general result is applied to a stochastic process with jumps that is a continuous counterpart of the chain considered in Szarek (Ann. Probab. 34:1849-1863, 2006). © 2013 The Author(s).

publication date

  • February 1, 2014

Digital Object Identifier (DOI)

start page

  • 76

end page

  • 92

volume

  • 88

issue

  • 1