Almost sure convergence of numerical approximations for Piecewise Deterministic Markov Processes

Martin Riedler

Type: Article

Publication Date: 2012-09-23

Citations: 25

DOI: https://doi.org/10.1016/j.cam.2012.09.021

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Locations

Journal of Computational and Applied Mathematics - View
arXiv (Cornell University) - View - PDF

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+	Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes	2005	Martin Jacobsen
+	Numerical Methods for Delay Differential Equations	2003	Alfredo Bellen Marino Zennaro
+ PDF Chat	Random Number Generation and Monte Carlo Methods	2000	Craig B. Borkowf James E. Gentle
+ PDF Chat	Fluid limit theorems for stochastic hybrid systems with application to neuron models	2010	Khashayar Pakdaman M. Thieullen Gilles Wainrib
+	Runge–Kutta methods for jump–diffusion differential equations	2011	Evelyn Buckwar Martin Riedler
+	Event location for ordinary differential equations	2000	L. F. Shampine S. Thompson
+	Fluid limit theorems for stochastic hybrid systems with application to neuron models	2010	Khashayar Pakdaman M. Thieullen Gilles Wainrib
+ PDF Chat	Solving Ordinary Differential Equations I	1993	Ernst Hairer Gerhard Wanner Syvert P. Nørsett
+	Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes	2007	Martin Schlather