Poisson Point Processes and Their Application to Markov Processes

• Κύριος συγγραφέας: Itô, Kiyosi (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2015.
• Σειρά: SpringerBriefs in Probability and Mathematical Statistics,
• Θέματα: Mathematics.; Functional analysis.; Measure theory.; Probabilities.; Probability Theory and Stochastic Processes.; Measure and Integration.; Functional Analysis.

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...