Averaging for some simple constrained Markov processes

DOI10.19195/0208-4147.39.1.10zbMath1491.60118arXiv1606.07577OpenAlexW2469494593MaRDI QIDQ5227573

Alexandre Genadot

Publication date: 6 August 2019

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.07577

zbMATH Keywords

averagingpiecewise deterministic Markov processconstrained Markov process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Averaging method for ordinary differential equations (34C29) Applications of continuous-time Markov processes on discrete state spaces (60J28) Hybrid systems of ordinary differential equations (34A38)

Related Items (3)

Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary ⋮ Probabilistic and Piecewise Deterministic models in Biology ⋮ Ornstein-Uhlenbeck processes of bounded variation

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