Numerical methods for piecewise deterministic Markov processes with boundary (Q3465871)
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scientific article
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| English | Numerical methods for piecewise deterministic Markov processes with boundary |
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Numerical methods for piecewise deterministic Markov processes with boundary (English)
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29 January 2016
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generalized Kolmogorov equation
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Markov processes with boundary
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finite volume scheme
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1.0000001
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0.94449484
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0.92803407
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0.9165462
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0.9093414
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0.9023044
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0.8952311
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