scholarly journals Numerical method for expectations of piecewise deterministic Markov processes

2012 ◽  
Vol 7 (1) ◽  
pp. 63-104 ◽  
Author(s):  
Adrien Brandejsky ◽  
Benoîte de Saporta ◽  
François Dufour
Keyword(s):  
Numerical Method ◽  
Markov Processes ◽  
Piecewise Deterministic Markov Processes

scholarly journals Numerical method for optimal stopping of piecewise deterministic Markov processes

2010 ◽  
Vol 20 (5) ◽  
pp. 1607-1637 ◽  
Author(s):  
Benoîte de Saporta ◽  
François Dufour ◽  
Karen Gonzalez
Keyword(s):  
Numerical Method ◽  
Markov Processes ◽  
Optimal Stopping ◽  
Piecewise Deterministic Markov Processes
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