Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected continuous transformation. It is assumed that the jumps...

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Bibliographic Details
Main Authors: Dawid Czapla, Sander C. Hille, Katarzyna Horbacz, Hanna Wojewódka-Ściążko
Format: Article
Language:English
Published: AIMS Press 2020-01-01
Series:Mathematical Biosciences and Engineering
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/mbe.2020056?viewType=HTML
Description
Summary:We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected continuous transformation. It is assumed that the jumps appear at random moments, which coincide with the jump times of a Poisson process with intensity <i>λ</i>. The model of this type, although in a more general version, was examined in our previous papers, where we have shown, among others, that the Markov process under consideration possesses a unique invariant probability measure, say $\nu_{\lambda}^*$. The aim of this paper is to prove that the map $\lambda\mapsto\nu_{\lambda}^*$ is continuous (in the topology of weak convergence of probability measures). The studied dynamical system is inspired by certain stochastic models for cell division and gene expression.
ISSN:1551-0018