Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process. Brandejsky, A., Benoîte De Saporta, & Dufour, F. Advances in Applied Probability, 44(1):196–225, March, 2012.
Paper doi bibtex @Article{Brandejsky:2012:NME,
author = "Adrien Brandejsky and Beno{\^i}te {De Saporta} and
Fran{\c{c}}ois Dufour",
title = "Numerical Methods for the Exit Time of a
Piecewise-Deterministic {Markov} Process",
journal = j-ADV-APPL-PROB,
volume = "44",
number = "1",
pages = "196--225",
month = mar,
year = "2012",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/23207861",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:43:14 MDT 2014",
bibsource = "http://www.jstor.org/stable/i23207766;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/23207861",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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