Piecewise Deterministic Markov Processes and Semi-Dynamic Systems

Guoxin Liu ()
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Guoxin Liu: Hebei University of Technology, Department of Applied Mathematics

Chapter Chapter 6 in Markov Processes and Controlled Markov Chains, 2002, pp 93-107 from Springer

Abstract: Abstract This paper focuses on the generalised piecewise deterministic Markov processes (PDMPs), introduced by Liu and Hou [14], and studies some properties of PDMPs connected with the characteristic triple. It is pointed out that Davis’ PDMP is the special case of the PDMP here, which restricts all the survivor functions so that they are absolutely continuous with respect to the time t. Furthermore, the state jump measure of a PDMP is introduced. When accompanied by the (state) transition kernal, it plays the same role to PDMPs as Q-matix to Q-processes.

Keywords: Piecewise deterministic Markov processes (PDMPs); the state jump measure of a PDMP; Stieltjes exponential; Stieltjes logarithm (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-0265-0_6

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DOI: 10.1007/978-1-4613-0265-0_6

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