Itô’s Synthesis Theorem
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.
KeywordsBrownian Motion Neighborhood Versus Characteristic Measure Minimal Process Poisson Point Process
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© Birkhäuser Boston 1992