Piecewise-deterministic Markov process: Difference between revisions

Revision as of 18:48, 25 January 2012

Revision as of 18:49, 25 January 2012

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In [[probability theory]] a '''Piecewise-DeterministicPiecewise–Deterministic Markov Process (PDMP)''' is a process whose behaviour is goverened by random jumps at points in time. Between each jump the evolution of the process is goverened by an [[ordinary differential equation]].<ref name="davis" />

The model was first introduced in a paper by [[Mark H. A. Davis]] in 1984.<ref name="davis">{{cite jstor|2345677}}</ref>