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Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

We present a variety of results analyzing the behavior of a class of stochastic processes---referred to as piecewise deterministic Markov processes (PDMPs)---for the infinite-time interval and determine general conditions on when the moments of such processes will, or will not, be well-behaved. We also characterize the types of finite-time blowups that are possible for these processes, and obtain bounds on their probabilities.