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.
Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process [link]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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