Numerical method to compute the law of exit times for piecewise deterministic Markov processes
dc.rights.license | open | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | BRANDEJSKY, Adrien | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | DUFOUR, François | |
dc.date.accessioned | 2020-02-17T11:28:39Z | |
dc.date.available | 2020-02-17T11:28:39Z | |
dc.date.created | 2013 | |
dc.date.issued | 2013 | |
dc.date.conference | 2013 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/1479 | |
dc.language.iso | en | |
dc.title.en | Numerical method to compute the law of exit times for piecewise deterministic Markov processes | |
dc.type | Communication dans un congrès avec actes | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.country | FR | |
bordeaux.title.proceeding | Hitting times and exit problems for stochastic models | |
bordeaux.conference.city | Dijon | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00905866 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00905866v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2013&rft.au=DE%20SAPORTA,%20Beno%C3%AEte&BRANDEJSKY,%20Adrien&DUFOUR,%20Fran%C3%A7ois&rft.genre=proceeding |
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