Martin Jacobsen
Point Process Theory and Applications
Marked Point and Piecewise Deterministic Processes
Gebonden Engels 2005 2006e druk 9780817642150Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes
Point processes are constructed from scratch with detailed proofs
Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory
Accessible to a wider cross-disciplinary audience
Specificaties
ISBN13:9780817642150
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:328
Uitgever:Birkhäuser Boston
Druk:2006
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Inhoudsopgave
* 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
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