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
- ISBN:
- 9780817642150
- 9780817642150
-
Category:
- Stochastics
- Format:
- Hardback
- Publication Date:
-
15-12-2005
- Language:
- English
- Publisher:
- Birkhauser Boston Inc
- Country of origin:
- United States
- Pages:
- 328
- Dimensions (mm):
- 235x155x20mm
- Weight:
- 1.44kg
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