Abstract
Monte Carlo simulations are commonly used to get the expectation of quantities related to PDMPs. A rigorous and comprehensive presentation with very interesting examples can be found in De Saporta, Dufour, and Zhang [53].
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CITATION STYLE
APA
Cocozza-Thivent, C. (2021). Numerical Methods. In Probability Theory and Stochastic Modelling (Vol. 100, pp. 165–185). Springer Nature. https://doi.org/10.1007/978-3-030-70447-6_9
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