Almost sure convergence of numerical approximations for Piecewise Deterministic Markov Processes.

Martin G. Riedler

Published in: J. Comput. Appl. Math. (2013)

Keyphrases

markov processes
markov process
markov chain
stochastic processes
non stationary
random fields
numerical methods
continuous time bayesian networks
continuous time markov chains
convergence rate
learning algorithm
information retrieval
state space
steady state
stochastic process