Markov Renewal and Piecewise Deterministic Processes
Tools.- Markov renewal processes and related processes.- First steps with PDMP.- Hitting time distribution.- Intensity of some marked point pocesses.- Generalized Kolmogorov equations.- A martingale approach.- Stability.- Numerical methods.- Switching Processes.- Tools.- Interarrival distribution with several Dirac measures.- Algorithm convergence's proof.
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