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{ "item_title" : "Poisson Point Processes and Their Application to Markov Processes", "item_author" : [" Kiyosi Itô", "Shinzo Watanabe", "Ichiro Shigekawa "], "item_description" : "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, Itdiscussed 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", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/9/81/100/271/9811002711_b.jpg", "price_data" : { "retail_price" : "54.99", "online_price" : "54.99", "our_price" : "54.99", "club_price" : "54.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Poisson Point Processes and Their Application to Markov Processes|Kiyosi Itô

Poisson Point Processes and Their Application to Markov Processes

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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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