Point Processes of Excursions
Part of the Probability and Its Applications book series (PA)
In this chapter we will develop the theory of Poisson point processes, and give Itô’s theory of the analysis of a Markov process in terms of its excursions away from a fixed point in the state space.
KeywordsBrownian Motion Local Time Point Process Markov Property Characteristic Measure
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© Birkhäuser Boston 1992