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

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https://hal.archives-ouvertes.fr/hal-00651857
Contributor : Benoîte de Saporta <>
Submitted on : Wednesday, December 14, 2011 - 1:32:01 PM
Last modification on : Wednesday, December 5, 2018 - 9:02:04 AM

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François Dufour, Adrien Brandejsky, Benoîte de Saporta. Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes. SIAM Conference on Control and Its Applications, 2011, Baltimore, United States. ⟨hal-00651857⟩

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