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Numerical method to compute the law of exit times for piecewise deterministic Markov processes

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https://hal.inria.fr/hal-00905866
Contributor : Benoîte de Saporta <>
Submitted on : Monday, November 18, 2013 - 5:26:20 PM
Last modification on : Monday, November 30, 2020 - 10:56:17 AM

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  • HAL Id : hal-00905866, version 1

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Benoîte de Saporta, Adrien Brandejsky, François Dufour. Numerical method to compute the law of exit times for piecewise deterministic Markov processes. Hitting times and exit problems for stochastic models, 2013, Dijon, France. ⟨hal-00905866⟩

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