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1
Poisson Point Processes and Their Application to Markov Processes
Springer
Kiyosi Itô
,
Shinzo Watanabe
,
Ichiro Shigekawa
poisson
processes
theorem
markov
discrete
αt
function
σa
σa0
path
probability
independent
prove
rα
ασa
ξi
τi
continuous
νi
defined
αm
disjoint
σ1
lévy
measurable
standard
characteristic
functions
jumping
obvious
sample
khλ
rate
αi
αmσ
generator
stagnancy
tβ
βi
boundary
finite
itô
resolvent
rα0
values
vkh
ϕ
increasing
random
tσ
Year:
2016
Language:
english
File:
PDF, 963 KB
Your tags:
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english, 2016
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