{"product_id":"poisson-point-processes-and-their-kiyosi-itzc-9789811002717","title":"Poisson Point Processes and Their Application to Markov Processes","description":"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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Kiyosi Itô\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9811002711\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789811002717\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/01\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 43\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.20lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.12d","brand":"Kiyosi Itô","offers":[{"title":"Paperback","offer_id":47930983743743,"sku":"9789811002717","price":54.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_6a89ff96-2ee4-4786-8b2a-9731766e5591.jpg?v=1766345644","url":"https:\/\/www.whiterainbookhouse.com\/products\/poisson-point-processes-and-their-kiyosi-itzc-9789811002717","provider":"WR Book House","version":"1.0","type":"link"}