PDMP Inférence, Évolution, Contrôle et Ergodicité (PIECE) — ANR Jeunes Chercheuses et Jeunes Chercheurs

Participant : Florent Malrieu.

January 2013 to December 2016.

Piecewise deterministic markov processes (PDMP) are non-diffusive stochastic processes which naturally appear in many areas of applications as communication networks, neuron activities, biological populations or reliability of complex systems. Their mathematical study has been intensively carried out in the past two decades but many challenging problems remain completely open. This project aims at federating a group of experts with different backgrounds (probability, statistics, analysis, partial derivative equations, modelling) in order to pool everyone's knowledge and create new tools to study PDMPs. The main lines of the project relate to estimation, simulation and asymptotic behaviors (long time, large populations, multi-scale problems) in the various contexts of application.