Poisson Point Processes and Their Application to Markov Processes
Overview
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. It , and H. P. McKean, among others. In this book, It 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
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Details
- ISBN-13: 9789811002717
- ISBN-10: 9811002711
- Publisher: Springer
- Publish Date: February 2016
- Dimensions: 9.21 x 6.14 x 0.12 inches
- Shipping Weight: 0.2 pounds
- Page Count: 43
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