Numerical methods for the exit time of a piecewise-deterministic Markov process
dc.rights.license | open | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
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] | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | DE SAPORTA, Benoîte | |
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 | 2020-02-17T11:36:57Z | |
dc.date.available | 2020-02-17T11:36:57Z | |
dc.date.created | 2010-12-13 | |
dc.date.issued | 2012 | |
dc.identifier.issn | 0001-8678 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/2086 | |
dc.description.sponsorship | / - ANR-09-SEGI-004 | |
dc.language.iso | en | |
dc.publisher | Applied Probability Trust | |
dc.title.en | Numerical methods for the exit time of a piecewise-deterministic Markov process | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 1012.2659 | |
bordeaux.journal | Advances in Applied Probability | |
bordeaux.page | pp196-225 | |
bordeaux.volume | 44 | |
bordeaux.issue | 1 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00546339 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00546339v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Advances%20in%20Applied%20Probability&rft.date=2012&rft.volume=44&rft.issue=1&rft.spage=pp196-225&rft.epage=pp196-225&rft.eissn=0001-8678&rft.issn=0001-8678&rft.au=BRANDEJSKY,%20Adrien&DE%20SAPORTA,%20Beno%C3%AEte&DUFOUR,%20Fran%C3%A7ois&rft.genre=article |
Fichier(s) constituant ce document
Fichiers | Taille | Format | Vue |
---|---|---|---|
Il n'y a pas de fichiers associés à ce document. |