A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY
نویسندگان
چکیده
منابع مشابه
A Finite Difference Method for Piecewise Deterministic Processes with Memory
Abstract. In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with non-constant coefficients, and boundary conditions that depend on integrals over the interior of the integration domain. We construct a finite diffe...
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ژورنال
عنوان ژورنال: Mathematical Modelling and Analysis
سال: 2007
ISSN: 1392-6292,1648-3510
DOI: 10.3846/1392-6292.2007.12.157-178