Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary

DOI10.1017/jpr.2023.8MaRDI QIDQ6148886

Alexandre Genadot

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

singular perturbationnumber of crossingsmultiscale modellingconstrained Markov process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
• Averaging dynamics driven by fractional Brownian motion
• Substochastic semigroups and densities of piecewise deterministic Markov processes
• Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
• On the Poisson equation and diffusion approximation. I
• Almost sure convergence of numerical approximations for piecewise deterministic Markov processes
• Existence and uniqueness of reflecting diffusions in cusps
• Densities for piecewise deterministic Markov processes with boundary
• A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
• Viscosity methods giving uniqueness for martingale problems
• On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes
• Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
• Foundations of Modern Probability
• Averaging for some simple constrained Markov processes
• Multiscale Methods
• On the average number of real roots of a random algebraic equation

This page was built for publication: Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary