Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156924 | Stochastic Processes and their Applications | 2010 | 25 Pages |
Abstract
Itô’s theory of excursion point processes is reviewed and the following topics are discussed: Application of the theory to one-dimensional diffusion processes on half-intervals satisfying Feller’s boundary conditions, and its multi-dimensional extension, i.e., the application of the theory to multi-dimensional diffusion processes satisfying Wentzell’s boundary conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Shinzo Watanabe,