Markov renewal and piecewise deterministic processes

Markov renewal and piecewise deterministic processes / Christiane Cocozza-Thivent.

This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, b...

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Bibliographic Details
Main Author: Cocozza-Thivent, Christiane (Author)
Format: eBook
Language:English
Published: Cham : Springer, [2021]
Series:Probability theory and stochastic modelling ; v. 100.
Subjects:
Markov processes.
Markov, Procesos de
Markov processes
Online Access:Click for online access

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