Overview
- Gives a beautiful elementary treatment of general Poisson point processes in Chapter 1, especially recommended for beginners
- Shows how the notion of Poisson point processes with values in a function space of paths called excursions plays a key role in an extension problem of Markov processes in Chapter 2
- Demonstrates how the general theory in Chapter 2 can answer completely the extension problem for the minimal diffusion on [0, 8) with an exit boundary 0
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Probability and Mathematical Statistics (SBPMS)
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Bibliographic Information
Book Title: Poisson Point Processes and Their Application to Markov Processes
Authors: Kiyosi Itô
Series Title: SpringerBriefs in Probability and Mathematical Statistics
DOI: https://doi.org/10.1007/978-981-10-0272-4
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s) 2015
Softcover ISBN: 978-981-10-0271-7Published: 01 February 2016
eBook ISBN: 978-981-10-0272-4Published: 24 December 2015
Series ISSN: 2365-4333
Series E-ISSN: 2365-4341
Edition Number: 1
Number of Pages: XI, 43
Number of Illustrations: 3 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Measure and Integration, Functional Analysis
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