English

Piecewise deterministic Markov processes driven by scalar conservation laws

Probability 2019-01-30 v1 Analysis of PDEs

Abstract

We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which assumptions we can guarantee the existence of a PDMP and conclude bounded variation estimates for sample paths. Finally, we apply this dynamics to a production and traffic model and use this framework to incorporate the well-known scattering of flux functions observed in data sets.

Keywords

Cite

@article{arxiv.1901.10264,
  title  = {Piecewise deterministic Markov processes driven by scalar conservation laws},
  author = {Stephan Knapp},
  journal= {arXiv preprint arXiv:1901.10264},
  year   = {2019}
}

Comments

8 pages

R2 v1 2026-06-23T07:25:31.447Z