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Numerical methods for piecewise deterministic Markov processes with boundary

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Figure

Figure 1. Densities for parameters (top-left)(bottom-left) h = τ = δt = 0.2, (top-right) h = τ = δt = 0.1, h = τ = δt = 0.01 and (bottom-right) h = 2τ = δt = 0.01.

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