Infinite dimensional piecewise deterministic Markov processes

DOI10.1016/j.spa.2023.08.010zbMath1523.60130arXiv2205.11452OpenAlexW4386572061MaRDI QIDQ6056575

Paul W. Dobson, Joris Bierkens

Publication date: 30 October 2023

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

Full work available at URL: https://arxiv.org/abs/2205.11452

zbMATH Keywords

piecewise deterministic Markov processeshypocoercivityinfinite dimensional stochastic processuniform in time approximation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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