Some simple but challenging Markov processes
Résumé
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...