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Numerical methods for piecewise-deterministic Markov processes
Piecewise-deterministic Markov processes (PDMP's) have been introduced by M.H.A. Davis as a general class of non-diffusive stochastic models. PDMP's are hybrid Markov... -
Wasserstein decay of one dimensional jump-diffusions
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some... -
Quantitative ergodicity for some switched dynamical systems
International audience -
Quantitative estimates for the long time behavior of an ergodic variant of th...
International audience -
On the stability of planar randomly switched systems
International audience -
Exponential ergodicity for Markov processes with random switching
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics... -
Dynamic Reliability of Digital-Based Transmitters
International audience -
Piecewise deterministic Markov process - recent results
Clermont-Ferrand, France, 29-31 August 2012 -
Qualitative properties of certain piecewise deterministic Markov processes
v4: more details and a fix for the constructive proof of the bracket condition. -
Analysis and optimization of the reliability of an opto-electronic equipment ...
As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. This function is performed by HUMS (Health &...
