Krzysztof Burdzy, Tadeusz Kulczycki, Rene Schilling
Published 2010-09-13Version 1
We analyze a jump processes $Z$ with a jump measure determined by a "memory" process $S$. The state space of $(Z,S)$ is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of $(Z,S)$ is the product of the uniform probability measure and a Gaussian distribution.
The stationary distribution of a Markov jump process glued together from two state spaces at two vertices
Stationary distributions for jump processes with inert drift
A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
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