Point Process Theory and Applications Marked Point and Piecewise Deterministic Processes /
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The focus is on point processes that generate only finite...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Jacobsen, Martin (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boston, MA :
Birkhäuser Boston : Imprint: Birkhäuser,
2006.
|
Edición: | 1st ed. 2006. |
Colección: | Probability and Its Applications,
|
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Stochastic Calculus for Fractional Brownian Motion and Applications
por: Biagini, Francesca, et al.
Publicado: (2008) -
Mathematics of Financial Markets
por: Elliott, Robert J., et al.
Publicado: (2005) -
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
por: Platen, Eckhard, et al.
Publicado: (2010) -
Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /
Publicado: (2010) -
Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory /
por: Gusak, Dmytro, et al.
Publicado: (2010)