Piecewise-deterministic Markov process

In probability theory, a piecewise-deterministic Markov process (PDMP) is a process whose behaviour is governed by random jumps at points in time, but whose evolution is deterministically governed by an ordinary differential equation between those times. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of applied probability." The process is defined by three quantities: the ﬂow, the jump rate, and the transition measure.

单词	PDMP
释义	PDMP 英语百科 Piecewise-deterministic Markov process In probability theory, a piecewise-deterministic Markov process (PDMP) is a process whose behaviour is governed by random jumps at points in time, but whose evolution is deterministically governed by an ordinary differential equation between those times. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of applied probability." The process is defined by three quantities: the ﬂow, the jump rate, and the transition measure.
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