Itô's theory of excursion point processes and its developments

DOI10.1016/j.spa.2010.01.012zbMath1201.60052MaRDI QIDQ972810

Shinzo Watanabe

Publication date: 21 May 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.01.012

zbMATH Keywords

excursion point processes associated with diffusion processes satisfying boundary conditions; stationary Poisson point process with values in function space

Mathematics Subject Classification ID

60J60: Diffusion processes

60H05: Stochastic integrals

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

A limit theorem for trees of alleles in branching processes with rare neutral mutations, Itô's excursion theory and random trees, The excursion measure away from zero for spectrally negative Lévy processes

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