Jacobsen, Martin

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

519.23 / JAC/P