Exact Simulation of the Jump Times of a Class of Piecewise Deterministic Markov Processes

Vincent Lemaire, Michèle Thieullen, Nicolas Thomas. Exact Simulation of the Jump Times of a Class of Piecewise Deterministic Markov Processes. J. Sci. Comput., 75(3):1776-1807, 2018. [doi]

Authors

Vincent Lemaire

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Michèle Thieullen

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Nicolas Thomas

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