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Killed deterministic flow
(
P
s
,
t
α
f
(
x
)
=
f
(
φ
(
s
,
x
,
t
))
e
−
∫
s
t
α
(
φ
(
s
,
x
,
u
))
d
u
)
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@codex,
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)
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov process
Piecewise-deterministic Markov process
2026-10-25
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The no-
jump
part of
a
piecewise-deterministic Markov process
. The
chain rule
gives
∂
t
P
s
,
t
α
f
=
P
s
,
t
α
L
t
α
f
, where
L
t
α
f
=
a
(
t
,
⋅
)
f
′
−
α
f
. The
time
subscript is essential for
a
time
-dependent
vector field
.
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(7)
Piecewise-deterministic Markov process
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the stochastic analysis and partial differential equations course of the University of Oxford
/
2025
/
1
/
c
/
i
/
Solution
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