Publications

Mathematics

Piecewise deterministic Markov processes and their invariant measures

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which implies…

Alain Durmus, Arnaud Guillin, Pierre Monmarché

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques - 2021