Concepedia

Piecewise Deterministic Markov Processes

Piecewise Deterministic Markov Processes is a stochastic process belonging to the class of Markov processes, distinguished by its evolution through deterministic trajectories interrupted by random jumps at which the state changes discontinuously according to a transition kernel.

205

Publications

10.6K

Citations

301

Authors

242

Institutions

Publications per year

2017–2026

46

Variants

PdmpPdmps

Parents

Publications

205

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Mark H. Davis · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1984 · 1.1K citations

, , +12

Elements of the theory of Markov processes and their applications

Journal of the Franklin Institute · 1960 · 746 citations

, , +11

Markov processes — an introduction for physical scientists

Mathematics and Computers in Simulation · 1992 · 582 citations

, , +12

Elements of the Theory of Markov Processes and their Applications.

P. A. P. Morán, A. T. Bharucha-Reid · Journal of the Royal Statistical Society Series A (General) · 1961 · 351 citations

, , +13

Optimal Control with State-Space Constraint. II

H. Meté Soner · SIAM Journal on Control and Optimization · 1986 · 229 citations

, , +16

1–5 of 205

Authors

301

  1. FD
    François Dufour

    Institut de Mathématiques de Bordeaux, France

    19 publications · 488 citations

    14

    h-index

  2. OC
    O.L.V. Costa

    Universidade de São Paulo, Brazil

    15 publications · 454 citations

    12

    h-index

  3. YT
    Yen Ting Lin

    Los Alamos National Laboratory, United States

    6 publications · 245 citations

    6

    h-index

  4. AT
    A. T. Bharucha-Reid

    Wayne State University, United States

    5 publications · 448 citations

    5

    h-index

  5. TG
    Tobias Galla

    University of Manchester, United Kingdom

    5 publications · 214 citations

    5

    h-index

1–5 of 301

Institutions

242

  1. Centre National de la Recherche Scientifique

    Paris, France

    16 h-index

    47 publications

    1.5K citations

  2. Institut de Mathématiques de Bordeaux

    Talence, France

    13 h-index

    32 publications

    798 citations

  3. Institut national de recherche en sciences et technologies du numérique

    Le Chesnay-Rocquencourt, France

    11 h-index

    23 publications

    657 citations

  4. Laboratoire d’Analyse et de Mathématiques Appliquées

    Champs-sur-Marne, France

    10 h-index

    17 publications

    525 citations

  5. Imperial College London

    London, United Kingdom

    8 h-index

    10 publications

    1.6K citations

  6. University of Warwick

    Coventry, United Kingdom

    8 h-index

    12 publications

    685 citations

  7. Universidade Politecnica

    Maputo, Mozambique

    7 h-index

    9 publications

    175 citations

  8. University of Manchester

    Manchester, United Kingdom

    6 h-index

    16 publications

    726 citations

1–8 of 242

Venues

  1. The Annals of Applied Probability

    11 publications · 473 citations

    11

    h-index

  2. Advances in Applied Probability

    AAP · 11 publications · 465 citations

    11

    h-index

  3. SIAM Journal on Control and Optimization

    7 publications · 474 citations

    7

    h-index

  4. Stochastics and stochastics reports

    6 publications · 130 citations

    6

    h-index

  5. 5

    h-index

1–5