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.
References
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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