Numerical method for expectations of piecewise deterministic Markov processes

DOI10.2140/camcos.2012.7.63zbMath1248.60086arXiv1105.0839OpenAlexW2023379218MaRDI QIDQ444541

Adrien Brandejsky, François Dufour, Benoîte De Saporta

Publication date: 15 August 2012

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.0839

zbMATH Keywords

numerical methodquantizationexpectationpiecewise deterministic Markov processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Probabilistic models, generic numerical methods in probability and statistics (65C20) Continuous-time Markov processes on general state spaces (60J25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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