Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Abstract In this work we focus on a dynamical system with jumps, where the intensity of the jumps depends on the system's state. By verifying the assumptions of the theorem from [4], we show that our model satisfies the central limit theorem.

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Publication Details

Journal
Annales Mathematicae Silesianae
Published
2025-03-09
DOI
https://doi.org/10.2478/amsil-2025-0004
Primary Topic
Stability and Controllability of Differential Equations
Type
article
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article

Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Joanna Kubieniec
Annales Mathematicae Silesianae
Stability and Controllability of Differential Equations
article

Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Joanna Kubieniec
article en

Abstract

Abstract In this work we focus on a dynamical system with jumps, where the intensity of the jumps depends on the system's state. By verifying the assumptions of the theorem from [4], we show that our model satisfies the central limit theorem.

Annales Mathematicae SilesianaeVol. 40(1)
Institute of Mathematics (PL), University of Silesia in Katowice (PL)
Openalex Percentile: Top 96%
Stability and Controllability of Differential Equations
DOIOpen Access PDFOpenAlex
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Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity — Joanna Kubieniec · Annales Mathematicae Silesianae (2025) | TGRS Research Map | TGRS