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Killed deterministic flow (Ps,tα​f(x)=f(φ(s,x,t))e−∫st​α(φ(s,x,u))du)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Markov process Piecewise-deterministic Markov process
2026-10-25  0 By others on same topic  0 Discussions Create my own version
The no-jump part of a piecewise-deterministic Markov process. The chain rule gives ∂t​Ps,tα​f=Ps,tα​Ltα​f, where Ltα​f=a(t,⋅)f′−αf. The time subscript is essential for a time-dependent vector field.

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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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