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Poisson Point Processes and Their Application to Markov Processes
Product Code:
9789811002717
ISBN13:
9789811002717
Condition:
New
$60.77
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m
| Author: Kiyosi Itô |
| Publisher: Springer |
| Publication Date: Feb 01, 2016 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 9811002711 |
| ISBN-13: 9789811002717 |
Poisson Point Processes and Their Application to Markov Processes
$60.77
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ? S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m
| Author: Kiyosi Itô |
| Publisher: Springer |
| Publication Date: Feb 01, 2016 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 9811002711 |
| ISBN-13: 9789811002717 |
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