2 datasets found

Piecewise-deterministic Markov processes (PDMP’s) have been introduced by M.H.A. Davis as a general family of non-diffusion stochastic models, involving deterministic...

Let $(X_1,\ldots ,X_n)$ be an i.i.d. sequence of random variables in $\R^d$, $d\geq 1$, for some function $\varphi:\R^d\r \R$, under regularity conditions, we show...