Piecewise-deterministic Markov process: Difference between revisions

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In [[probability theory]], a '''piecewise-deterministic Markov process (PDMP)''' is a process whose behaviour is goverenedgoverned by random jumps at points in time., Betweenbut each jump thewhose evolution ofis thedeterministically process is goverenedgoverned 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 model was first introduced in a paper by [[Mark H. A. Davis]] in 1984.<ref name="davis">{{cite jstor|2345677}}</ref>