Recent Developments in Piecewise Deterministic Markov Processes

par Manon Michel

jeudi 23 avr. 2026, 14:00 → 15:00 Europe/Paris

435 (ENS de Lyon)

This talk focuses on Piecewise Deterministic Markov Processes (PDMPs), a class of stochastic processes introduced in the 1980s. While they have long been studied in the mathematical literature, PDMPs have recently attracted renewed attention due to their role in modern sampling algorithms and their relevance to the analysis of certain out-of-equilibrium systems in statistical mechanics.

This talk will survey some of these recent developments and highlight how PDMPs provide a powerful framework for addressing both theoretical and practical challenges in these areas. These advances also raise new questions regarding the analysis of non-reversible stochastic processes, opening up promising directions for future research.