Exponential change of measure for general piecewise deterministic Markov processes |
| |
Authors: | Liu Zhaoyang Liu Yuying Liu Guoxin |
| |
Abstract: | Science China Mathematics - We consider a general piecewise deterministic Markov process (PDMP) X = {Xt}t?0 with a measure-valued generator A, for which the conditional distribution function... |
| |
Keywords: | |
本文献已被 CNKI SpringerLink 等数据库收录! |