Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes

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https://hal.archives-ouvertes.fr/hal-00648227
Contributor : François Dufour <>
Submitted on : Monday, December 5, 2011 - 1:40:34 PM
Last modification on : Wednesday, December 5, 2018 - 9:02:04 AM

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Adrien Brandejsky, Benoîte de Saporta, François Dufour. Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes. Applied Probability Society Conference, Jul 2011, Sweden. ⟨hal-00648227⟩

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