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...
Guardat en:
| Autor principal: | |
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| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Boston, MA :
Birkhäuser Boston
[20..].
Cham : Springer Nature |
| Col·lecció: | Probability and its applications
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| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 15 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Point process theory and applications, marked point and piecewise deterministic processes, Martin Jacobsen, Boston (Mass.), Birkhäuser, 2006, 1 volume (X-328 pages), Probability and its applications, 0-8176-4215-3 |
Taula de continguts:
- 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