Description
Birkhauser Point Process Theory And Applications Marked Point And Piecewise Deterministic Processes 2005 Edition by Martin Jacobsen
Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processesPoint 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