Numerical method to compute the law of exit times for piecewise deterministic Markov processes - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2013
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hal-00905866 , version 1 (18-11-2013)

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  • HAL Id : hal-00905866 , version 1

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Benoîte de Saporta, Adrien Brandejsky, François Dufour. Numerical method to compute the law of exit times for piecewise deterministic Markov processes. Hitting times and exit problems for stochastic models, 2013, Dijon, France. ⟨hal-00905866⟩
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