Itô’s Synthesis Theorem

  • Robert M. Blumenthal
Part of the Probability and Its Applications book series (PA)


In this chapter we will prove Itô’s synthesis theorem to the effect that under certain hypotheses the paths of a Poisson point process of excursions can be linked together to make up a Markov process.


Brownian Motion Neighborhood Versus Characteristic Measure Minimal Process Poisson Point Process 
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Copyright information

© Birkhäuser Boston 1992

Authors and Affiliations

  • Robert M. Blumenthal
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

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