Numerical methods for piecewise deterministic Markov processes with boundary
In this paper is described the general aspect of a numerical method for piecewise deterministic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov equation with respect to a test funct...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2014-09-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201445035 |