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...
| Published in: | Springer eBooks |
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| Format: | eBook |
| Language: | English |
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Singapore :
Springer Singapore : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2015. |
| Series: | SpringerBriefs in Probability and Mathematical Statistics,
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-981-10-0272-4 Перейти в каталог НБ ТГУ |