Contact
Comment faire ses achats
Livraison
Guide d'achat
Marked Point Processes on the Real Line
Anglais
716 b
common.delivery_to
Politique de retour sous 30 jours
Ceci pourrait également vous intéresser
/
Livre de poche
68.39
€
/
Livre de poche
55.54
€
This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. In particular, the authors discuss the relationship of an MPP to its compensator and particular classes of MPP are studied in great detail. The theory is applied to study properties of dependent marking and thinning, to prove results on absolute continuity of point process distributions, to establish sufficient conditions for stochastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.
À propos du livre
Anglais
