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- Chinese Academy of SciencesCN11 papers
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math.PR2017
Exponential Change of Measure for General Piecewise Deterministic Markov Processes
Zhaoyang Liu, Yuying Liu, Guoxin Liu
We consider a general piecewise deterministic Markov process (PDMP) with measure-valued generator , for which the conditional distribution f…
math.PR2017★ 5 cited
Measure-Valued Generators of General Piecewise Deterministic Markov Processes
Zhaoyang Liu, Yong Jiao, Guoxin Liu
We consider a piecewise-deterministic Markov process (PDMP) with general conditional distribution of inter-occurrence time, which is called a general PDMP here. Our purpose is to e…