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]

@article{LemaireTT18,
  title = {Exact Simulation of the Jump Times of a Class of Piecewise Deterministic Markov Processes},
  author = {Vincent Lemaire and Michèle Thieullen and Nicolas Thomas},
  year = {2018},
  doi = {10.1007/s10915-017-0607-4},
  url = {https://doi.org/10.1007/s10915-017-0607-4},
  researchr = {https://researchr.org/publication/LemaireTT18},
  cites = {0},
  citedby = {0},
  journal = {J. Sci. Comput.},
  volume = {75},
  number = {3},
  pages = {1776-1807},
}