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Poisson Point Processes and Their Application to Markov Processes - SpringerBriefs in Probability and Mathematical Statistics Kiyosi Ito 1st ed. 2015 edition
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Poisson Point Processes and Their Application to Markov Processes - SpringerBriefs in Probability and Mathematical Statistics
Kiyosi Ito
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. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.
43 pages, 3 black & white illustrations, biography
| Medien | Bücher Taschenbuch (Buch mit Softcover und geklebtem Rücken) |
| Erscheinungsdatum | 1. Februar 2016 |
| Ursprünglich erschienen | 2015 |
| ISBN13 | 9789811002717 |
| Verlag | Springer Verlag, Singapore |
| Seitenanzahl | 43 |
| Maße | 155 × 235 × 3 mm · 90 g |
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