Poisson Point Processes and Their Application to Markov Processes
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...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Itô, Kiyosi (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2015.
|
Edición: | 1st ed. 2015. |
Colección: | SpringerBriefs in Probability and Mathematical Statistics,
|
Temas: | |
Acceso en línea: | Texto Completo |
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