2009 Fiscal Year Final Research Report
Boundary problem of Markov processes and point processes
| Project/Area Number |
19540125
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Osaka University |
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Principal Investigator |
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| Project Period (FY) |
2007 – 2009
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| Keywords | 確率論 / マルコフ過程 / 点過程 |
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| Research Abstract |
Given a Markov process X with a weak dual process and countable boundary points, all possible Markovian extensions of X beyond its life time preserving the weak duality are characterized in terms of intrinsic quantities for X called Feller measures and independent parameters of killing and jumps on the boundary. Such an extension of X is constructed by repeating one point extensions by means of Poisson point processes of excursions.
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