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Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks. In this paper we focus on the numerical solution of a subclass of…

Statistics Theory · Mathematics 2025-11-07 Alice Cleynen , Benoîte de Saporta

We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks. We consider a case where there are two different spatial…

Probability · Mathematics 2020-07-10 Arnaud Debussche , Mac Jugal Nguepedja Nankep

We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…

Probability · Mathematics 2020-07-01 Pascal Maillard , Elliot Paquette

We consider an asexually reproducing population on a finite type space whose evolution is driven by exponential birth, death and competition rates, as well as the possibility of mutation at a birth event. On the individual-based level this…

Populations and Evolution · Quantitative Biology 2020-02-10 Anna Kraut , Anton Bovier

Birth and death Markov processes can model stochastic physical systems from percolation to disease spread and, in particular, wildfires. We introduce and analyze a birth-death-suppression Markov process as a model of controlled culling of…

Adaptation and Self-Organizing Systems · Physics 2023-10-11 George Hulsey , David L. Alderson , Jean Carlson

This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics applications, when one wants to monitor some characteristics…

Probability · Mathematics 2018-09-14 Bertrand Cloez , Benoîte de Saporta , Maud Joubaud

The main goal of this paper is to derive sufficient conditions for the existence of an optimal control strategy for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a…

Probability · Mathematics 2008-12-05 O. L. V. Costa , F. Dufour

In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…

Probability · Mathematics 2024-05-28 Dawid Czapla

Populations are often subject to catastrophes that cause mass removal of individuals. Many stochastic growth models have been considered to explain such dynamics. Among the results reported, it has been considered whether dispersion…

Probability · Mathematics 2023-08-21 F. Duque , V. V. Junior , F. P. Machado , A. Roldan-Correa

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

We propose a numerical method to approximate the value function for the optimal stopping problem of a piecewise deterministic Markov process (PDMP). Our approach is based on quantization of the post jump location---inter-arrival time Markov…

Probability · Mathematics 2016-08-14 Benoîte de Saporta , François Dufour , Karen Gonzalez

We consider a one-dimensional piecewise deterministic Markov process (PDMP) on $[0,1]$ with resetting at $0$ and depending on a small parameter $\varepsilon>0$. In the singular vanishing limit $\varepsilon \to 0$ we prove that the ``…

Probability · Mathematics 2025-12-23 Cédric Bernardin , Vsevolod Vladimirovich Tarsamaev

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…

Probability · Mathematics 2021-11-09 Branda Goncalves , Thierry Huillet , Eva Löcherbach

Density dependent Markov population processes with countably many types can often be well approximated over finite time intervals by the solution of the differential equations that describe their average drift, provided that the total…

Probability · Mathematics 2014-06-05 A. D. Barbour , Malwina Luczak

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…

Computation · Statistics 2024-08-08 Charly Andral , Kengo Kamatani

We consider excursions for a class of stochastic processes describing a population of discrete individuals experiencing density-limited growth, such that the population has a finite carrying capacity and behaves qualitatively like the…

Populations and Evolution · Quantitative Biology 2017-04-10 Todd L. Parsons