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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Jacobsen, Martin (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2006.
Edition:1st ed. 2006.
Series:Probability and Its Applications,
Subjects:
Probabilities.
Mathematics.
Statistics .
Measure theory.
Mathematical optimization.
Social sciences-Mathematics.
Probability Theory.
Applications of Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Measure and Integration.
Optimization.
Mathematics in Business, Economics and Finance.
Online Access:Texto Completo
Table of Contents:
  • Theory
  • Simple and Marked Point Processes
  • Construction of SPPs and MPPs
  • Compensators and Martingales
  • Likelihood Processes
  • Independence
  • Piecewise Deterministic Markov Processes
  • Applications
  • The Basic Models from Survival Analysis
  • Branching, Ruin, Soccer
  • A Model from Finance
  • Examples of Queueing Models
  • Appendices
  • Differentiation of Cadlag Functions
  • Filtrations, Processes, Martingales.

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