Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process

E-ISSN： 1475-6064|44|1|196-225

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.44, Iss.1, 2012-03, pp. : 196-225

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process∗

By Azaïs Romain

ESAIM: Probability and Statistics, Vol. 18, Iss. issue, 2014-10 ,pp. : 726-749

Edp Sciences

Access to resources Recommend Favorite

Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions

Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. : 749-773

Cambridge University Press

Access to resources Recommend Favorite

Piecewise deterministic Markov process — recent results

By Azaïs Romain

ESAIM: Proceedings, Vol. 44, Iss. issue, 2014-01 ,pp. : 276-290

Edp Sciences

Access to resources Recommend Favorite

Piecewise-Deterministic Markov Processes as Limits of Markov Jump Processes

Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. : 729-748

Cambridge University Press

Access to resources Recommend Favorite

Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation∗

By Genadot A. Thieullen M.

ESAIM: Probability and Statistics, Vol. 18, Iss. issue, 2014-10 ,pp. : 541-569

Edp Sciences

Access to resources Recommend Favorite