Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Masao Nagasawa (1975)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “General approximation method for the distribution of Markov processes conditioned not to be killed”
Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Branching property of Markov processes
Masao Nagasawa (1972)
Séminaire de probabilités de Strasbourg
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On deterministic approximation of Markov processes by ordinary differential equations.
Rozonoer, L.I. (1998)
Mathematical Problems in Engineering
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On jump processes with drift
Reinhard Wobst
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CONTENTS0. Introduction...................................................................................5 0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9 1.1. Definition basic properties........................................................9 1.2. Characteristics of j.p.d............................................................12 1.2.1. Drift functions.....................................................................12 1.2.2....
Stationary Markov sets
Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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Boundedness of one-dimensional branching Markov processes.
Karpelevich, F.I., Suhov, Yu.M. (1997)
Journal of Applied Mathematics and Stochastic Analysis
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The failure rate in reliability: Approximations and bounds.
Cocozza-Thivent, Christiane, Kalashnikov, Vladimir (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Existence and spatial limit theorems for lattice and continuum particle systems.
Penrose, Mathew D. (2008)
Probability Surveys [electronic only]
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Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
Christiane Cocozza-Thivent, Robert Eymard (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of the marginal distributions of a semi-Markov process. These measures are shown to satisfy classical transport equations, the approximation of which can be done thanks to a finite volume method. Within a uniqueness result for the continuous solution, the convergence of the numerical scheme is then proven in the weak...
A probabilistic approach to non-linear Dirichlet problem
Masao Nagasawa (1976)
Séminaire de probabilités de Strasbourg
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Extended piecewise Markov processes in continuous time
Maria Jankiewicz (1978)
Applicationes Mathematicae
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Quasi stationary distributions and Fleming-Viot processes in countable spaces.
Ferrari, Pablo A., Marić, Nevena (2007)
Electronic Journal of Probability [electronic only]
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Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
A. Genadot, M. Thieullen (2014)
ESAIM: Probability and Statistics
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In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuations of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated...