ABSTRACT
Given such a PDMP (It ,Xt)t≥0, we are interested in different quantities linked to this process, which may be written as cumulated expectations on some time interval [0, t] of some bounded measurable function h of the process:
Rρ0(t) = Eρ0 (∫ t
0 h(Is,Xs) ds
)
where ρ0 is the initial distribution of the process. Such quantities include e.g. cumulative availability or production availability on some time interval [0, t], mean number of failures on [0, t], mean time spent by (Xs)0≤s≤t on [0, t] between two given bounds. . .
