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In [[probability theory]] a '''Piecewise–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]]. 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 model was first introduced in a paper by [[Mark H. A. Davis]] in 1984.<ref name="davis">{{cite jstor|2345677}}</ref>
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==Encapsulated models==
Piecewise linear models such as the [[M/G/1 queue]], the [[GI/G/1 queue]] and [[dam theory]] are encapsulated as PDMPs with
==References==
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