Switching Processes

Abstract

This chapter introduces switching processes (SP). Their construction follows the construction of a PDMP, except that the deterministic flow ϕ is replaced by a stochastic process ζ, wrongly called “the” intrinsic process. More specifically, for each n, ϕ(Yn,.) is replaced by a process whose probability distribution is that of ζ given ζ(0 ) = Yn. A PDMP is a switching process.