This wiki is devoted to Piecewise Deterministic Markov Processes (PDMP). The aim of this wiki is to gather informations, to connect researchers (mostly in France), and to organize collective events such as workshops. Roughly speaking, a PDMP is a jump process over vector fields, the randomness coming solely from the initial data and the jump mecanism. Such processes are also known as stochastic hybrid systems in certain communities, and play an important role in modeling. One of the simplest PDMP is the TCP-WindowSize Process on $\mathbb{R}_+$ with infinitesimal generator $Lf=f'+x(f(x/2)-f(x))$. On the opposite side of complexity, the Boltzmann equation of statistical physics can also be viewed as the scaling limit of a PDMP.

This wiki was installed with the help of Laurent Marciniszyn and is hosted by Laboratoire LAMA UMR CNRS 8050, Université Paris-Est Marne-la-Vallée.

start.txt · Last modified: 2012/11/26 23:32 (external edit)
 
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