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Line 13: ==Properties== Löpker and Palmowski have shown conditions under which a [[reversed process\|time reversed]] PDMP is a PDMP.<ref>{{Cite journal \| last1 = Löpker \| first1 = A. \| last2 = Palmowski \| first2 = Z. \| doi = 10.1214/EJP.v18-1958 \| title = On time reversal of piecewise deterministic Markov processes \| journal = Electronic Journal of Probability \| volume = 18 \| year = 2013 \| arxiv = 1110.3813\| pmid = \| pmc = }}</ref> General conditions are known for PDMPs to be stable.<ref>{{Cite journal \| last1 = Costa \| first1 = O. L. V. \| last2 = Dufour \| first2 = F. \| doi = 10.1137/060670109 \| title = Stability and Ergodicity of Piecewise Deterministic Markov Processes \| journal = SIAM Journal on Control and Optimization \| volume = 47 \| issue = 2 \| pages = 1053 \| year = 2008 \| pmid = \| pmc = \| url = http://www.producao.usp.br/bitstream/BDPI/14708/1/art_COSTA_Stability_and_ergodicity_of_piecewise_deterministic_Markov_2008.pdf }}</ref> ==References==

Piecewise-deterministic Markov process: Difference between revisions