Poisson Point Processes and Their Application to Markov Processes

DOI10.1007/978-981-10-0272-4zbMath1337.60006OpenAlexW2481392861MaRDI QIDQ3455940

Kiyosi Itô

Publication date: 11 December 2015

Published in: SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-0272-4

zbMATH Keywords

generatorMarkov processesPoisson point processesresolvent operatorexistence-uniqueness theoremjumping-in measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)

Related Items (4)

Generalized scale functions of standard processes with no positive jumps ⋮ Stability of overshoots of Markov additive processes ⋮ Generalized fiducial inference on the mean of zero-inflated Poisson and Poisson hurdle models ⋮ Functional limit theorem for occupation time processes of intermittent maps

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