Point process theory and applications: marked point and piecewise deterministic processes/
Martin Jacobsen
- Boston: Birkhauser, 2006.
- x, 328 p. : ill. ; 24 cm.
- (Probability and its applications) .
Simple and marked point processes -- Construction of SPPs and MPPs -- Compensators and martingales -- Likelihood processes -- Independence -- PDMPs -- Survival analysis -- Branching, ruin, soccer -- A model from finance -- Examples of queueing models.
9780817642150
Point processes Stochastic processes Mathematical optimization Mathematics