Point process theory and applications: marked point and...

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Point process theory and applications: marked point and piecewise deterministic processes

Name: Point process theory and applications: marked point and piecewise deterministic processes
ISBN: 9780817644635

Jacobsen M.

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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

Kategorien:

Mathematics

Jahr:

2006

Verlag:

Birkhäuser

Sprache:

english

Seiten:

329

ISBN 10:

0817644636