Numerical methods for piecewise deterministic Markov processes with boundary

DOI10.1093/IMANUM/DRV069zbMath1433.65014OpenAlexW4390647101MaRDI QIDQ4683750

Christiane Cocozza-Thivent, Ludovic Goudenège, Michel Roussignol, Robert Eymard

Publication date: 26 September 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://hal.science/hal-00917203

zbMATH Keywords

approximation using the finite volume methodgeneralized Kolmogorov equationspiecewise deterministic Markov process with boundary

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40)

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