You are here

Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes

Martin Jacobsen
Publisher: 
Birkhäuser
Publication Date: 
2006
Number of Pages: 
328
Format: 
Hardcover
Series: 
Probability and Its Applications
Price: 
59.95
ISBN: 
0-8176-4215-3
Category: 
Monograph
We do not plan to review this book.

 

* Preface

Part I: Theory

* Introduction

* Simple and Marked Point Processes

* Construction of SPPs and MPPs

* Compensators and Mrtingales

* Likelihood Processes

* Independence

* Piecewise Deterministic Markov Processes (PDMPs)

Part II: Applications

* Survival Analysis

* Branching, Ruin, Soccer

* A Model from Finance

* Examples of Queueing Models

Part III: Appendices

* Appendix A: Differentiation of Cadlag Functions

* Appendix B: Filtrations, Processes, Martingales

* Bibliographical Notes

* References

* Notation Index

* Index


Dummy View - NOT TO BE DELETED