• DocumentCode
    2977363
  • Title

    From piecewise deterministic to piecewise diffusion Markov processes

  • Author

    Blom, Henk A P

  • Author_Institution
    Dept. of ESE, Connecticut Univ., CT, USA
  • fYear
    1988
  • fDate
    7-9 Dec 1988
  • Firstpage
    1978
  • Abstract
    The author presents PD (piecewise deterministic) processes as pathwise unique solutions of an Ito stochastic differential equation (SDE), driven by a Poisson random measure. Since such an SDE permits the inclusion of diffusion, this approach leads to a large variety of piecewise diffusion Markov processes, represented by pathwise unique SDE solutions
  • Keywords
    Markov processes; differential equations; diffusion; Ito stochastic differential equation; Poisson random measure; pathwise unique solutions; piecewise deterministic processes; piecewise diffusion Markov processes; Differential equations; Markov processes; Motion measurement; Process control; State-space methods; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
  • Conference_Location
    Austin, TX
  • Type

    conf

  • DOI
    10.1109/CDC.1988.194679
  • Filename
    194679
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2977363