  This paper has been withdrawn from the arXiv. It is now published by Elsevier
in Nonlinear Analysis: Hybrid Systems, see
http://dx.doi.org/10.1016/j.nahs.2009.07.008 .
  A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for
stochastic hybrid systems is presented, within the framework of Generalized
Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution
of the probability law of the hybrid state. Our derivation is based on the
concept of mean jump intensity, which is related to both the usual stochastic
intensity (in the case of spontaneous jumps) and the notion of probability
current (in the case of forced jumps). This work unifies all previously known
instances of the FPK equation for stochastic hybrid systems, and provides GSHS
practitioners with a tool to derive the correct evolution equation for the
probability law of the state in any given example.
