| 書目名稱 | Point Process Theory and Applications | | 副標(biāo)題 | Marked Point and Pie | | 編輯 | Martin Jacobsen | | 視頻video | http://file.papertrans.cn/750/749688/749688.mp4 | | 概述 | 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.Incl | | 叢書名稱 | Probability and Its Applications | | 圖書封面 |  | | 描述 | The book aims at presenting a detailed and mathematically rigorous exposition of the theory and applications of a class of point processes and piecewise deterministic p- cesses. The framework is suf?ciently general to unify the treatment of several classes of stochastic phenomena: point processes, Markov chains and other Markov processes in continuous time, semi-Markov processes, queueing and storage models, and li- lihood processes. There are applications to ?nance, insurance and risk, population models, survival analysis, and congestion models. A major aim has been to show the versatility of piecewise deterministic Markov processes for applications and to show how they may also become useful in areas where thus far they have not been much in evidence. Originally the plan was to develop a graduate text on marked point processes - dexed by time which would focus on probabilistic structure and be essentially se- contained. However, it soon became apparent that the discussion should naturally include a traditional class of continuous time stochastic processes constructed from certain marked point processes. This class consists of ‘piecewise deterministic p- cesses’; that is, processe | | 出版日期 | Textbook 2006 | | 關(guān)鍵詞 | Analysis; Branching process; Excel; Markov process; Martingale; Measure; Probability theory; Stochastic Pro | | 版次 | 1 | | doi | https://doi.org/10.1007/0-8176-4463-6 | | isbn_ebook | 978-0-8176-4463-5Series ISSN 2297-0371 Series E-ISSN 2297-0398 | | issn_series | 2297-0371 | | copyright | Birkh?user Boston 2006 |
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