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In [[probability theory]], a '''piecewise-deterministic Markov process (PDMP)''' is a process whose behaviour is governed by random jumps at points in time, but whose evolution is deterministically governed by an [[ordinary differential equation]] between those times. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of [[applied probability]]."<ref name="davis" /> The process is defined by three quantities: the flow, the jump rate, and the transition measure.<ref name="siam2010">{{Cite journal | last1 = Costa | first1 = O. L. V. | last2 = Dufour | first2 = F. | doi = 10.1137/080718541 | title = Average Continuous Control of Piecewise Deterministic Markov Processes | journal = SIAM Journal on Control and Optimization | volume = 48 | issue = 7 | pages = 4262 | year = 2010 | arxiv = 0809.0477}}</ref>
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