Numerical methods for piecewise deterministic Markov processes with boundary

DOI10.1051/PROC/201445035zbMath1356.60116arXiv1810.10215OpenAlexW2258860009MaRDI QIDQ3465871

Ludovic Goudenège

Publication date: 29 January 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.10215

zbMATH Keywords

finite volume schemegeneralized Kolmogorov equationMarkov processes with boundary

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40) Finite volume methods for boundary value problems involving PDEs (65N08)

Cites Work

• Qualitative properties of certain piecewise deterministic Markov processes
• Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data

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