Point Process Theory and Applications

Marked Point and Piecewise Deterministic Processes

Authors:

ISBN: 978-0-8176-4215-0 (Print) 978-0-8176-4463-5 (Online)

Table of contents (13 chapters)

  1. Theory

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-7

      Introduction

    3. No Access

      Book Chapter

      Pages 9-15

      Simple and Marked Point Processes

    4. No Access

      Book Chapter

      Pages 17-31

      Construction of SPPs and MPPs

    5. No Access

      Book Chapter

      Pages 33-102

      Compensators and Martingales

    6. No Access

      Book Chapter

      Pages 103-118

      Likelihood Processes

    7. No Access

      Book Chapter

      Pages 119-141

      Independence

    8. No Access

      Book Chapter

      Pages 143-211

      Piecewise Deterministic Markov Processes

  2. Applications

    1. Front Matter

      Pages 213-215

    2. No Access

      Book Chapter

      Pages 217-229

      The Basic Models from Survival Analysis

    3. No Access

      Book Chapter

      Pages 231-246

      Branching, Ruin, Soccer

    4. No Access

      Book Chapter

      Pages 247-276

      A Model from Finance

    5. No Access

      Book Chapter

      Pages 277-293

      Examples of Queueing Models

  3. Appendices

    1. Front Matter

      Pages 295-295

    2. No Access

      Book Chapter

      Pages 297-299

      Differentiation of Cadlag Functions

    3. No Access

      Book Chapter

      Pages 301-308

      Filtrations, Processes, Martingales