Approximations of piecewise deterministic Markov processes and their convergence properties

DOI10.1016/j.spa.2022.09.004zbMath1500.60044arXiv2109.11827OpenAlexW3203743761WikidataQ114130675 ScholiaQ114130675MaRDI QIDQ2093693

Joris Bierkens, Andrea Bertazzi, Paul W. Dobson

Publication date: 27 October 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11827

zbMATH Keywords

numerical approximationcouplingpiecewise deterministic Markov processesweak error

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05)

Related Items (1)

Automatic zig-zag sampling in practice

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