Poisson Point Processes and Their Application to Markov Processes

Poisson Point Processes and Their Application to Markov Processes

by Kiyosi Ito
3/5

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.

Ito, and H.

McKean, among others.

In this book, Ito discussed a case of a gen.

First published
2016
Publishers
Springer Singapore Pte. Limited
Language
English

Kiyosi Ito

About Kiyosi Ito

Japanese mathematician...

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