Atnaujintas knygų su minimaliais defektais pasiūlymas! Naršykite ČIA >>
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 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
| Autorius: | Kiyosi Itô |
| Serija: | SpringerBriefs in Probability and Mathematical Statistics |
| Leidėjas: | Springer Nature Singapore |
| Išleidimo metai: | 2016 |
| Knygos puslapių skaičius: | 56 |
| ISBN-10: | 9811002711 |
| ISBN-13: | 9789811002717 |
| Formatas: | 235 x 155 x 4 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Poisson Point Processes and Their Application to Markov Processes“
