Multidimensional moment-bound conjecture for PDMP approximations
Multidimensional moment-bound conjecture for PDMP approximations
Let satisfy the growth bounds in $$, and let be the function in inequality $$. The mesh satisfies with , and the approximations are generated by Algorithms $$ and $$. Multidimensional moment-bound conjecture. Inequality $$ holds for both Algorithms $$ and $$. The claim is proved in the one-dimensional case; its extension to general dimension is left open and is supported by numerical experiments.
Sources & referencesView supporting material
Primary source
Andrea Bertazzi, Joris Bierkens and Paul Dobson, “Approximations of Piecewise Deterministic Markov Processes and their convergence properties”, arXiv:2109.11827 (2022).
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