Advanced Search
MyIDEAS: Login

Stability conditions for a Piecewise Deterministic Markov Process

Contents:

Author Info

  • Fonseca Giovanni

    (Department of Economics, University of Insubria, Italy)

Registered author(s):

    Abstract

    In the present paper we study the stability of a threshold continuos-time model that belongs to the class of Piecewise Deterministic Markov Processes. We derive a sufficient condition on the coefficients of the model to ensure the exponential ergodicity of the process under two different assumptions on the jumps.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://eco.uninsubria.it/dipeco/Quaderni/files/QF2005_2.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Department of Economics, University of Insubria in its series Economics and Quantitative Methods with number qf0502.

    as in new window
    Length: 29 pages
    Date of creation: May 2005
    Date of revision:
    Handle: RePEc:ins:quaeco:qf0502

    Contact details of provider:
    Postal: Via Ravasi 2-21100 Varese
    Web page: http://www.uninsubria.it/uninsubria/facolta/econo.html
    More information through EDIRC

    Related research

    Keywords: Threshold process; Compound Poisson Process; Stationary process; Ergodicity.;

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:ins:quaeco:qf0502. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Segreteria Dipartimento).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.