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20052022
most citedExact simulation of the jump times of a class of Piecewise Deterministic Markov Processes

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math.PR2018

Thinning and Multilevel Monte Carlo for Piecewise Deterministic (Markov) Processes. Application to a stochastic Morris-Lecar model

Vincent Lemaire, Michèle Thieullen, Nicolas Thomas

In the first part of this paper we study approximations of trajectories of Piecewise Deter-ministic Processes (PDP) when the flow is not explicit by the thinning method. We also es…