Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

DOI10.1137/140996975zbMath1360.37139OpenAlexW2292593022MaRDI QIDQ2797747

Lee DeVille, Jiangmeng Zhang, Sairaj V. Dhople, Alejandro D. Domínguez-García

Publication date: 31 March 2016

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d4d16dde2444135cc213a6c644729ac2f9d3ec6a

zbMATH Keywords

moment closurehybrid systemspower-law distributions

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Hybrid systems of functional-differential equations (34K34)

Related Items (4)

Jump locations of jump-diffusion processes with state-dependent rates ⋮ Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps ⋮ Moment analysis of stochastic hybrid systems using semidefinite programming ⋮ Moment Analysis of Linear Time-Varying Dynamical Systems with Renewal Transitions

Uses Software

• plfit

Cites Work

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