Marked Point Processes on the Real Line: The Dynamical Approach Probability and Its Applications

Name: Marked Point Processes on the Real Line: The Dynamical Approach Probability and Its Applications
Brand: Springer-verlag New York Inc
SKU: 23390232
Price: 6028.00 ZAR
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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 author... Read more

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Features

Author	Günter Last,Andreas Brandt
Format	Hardcover
ISBN	9780387945477
Publication Date	08/03/2005
Publisher	Springer-Verlag New York Inc
Manufacturer	Springer-verlag New York Inc

Description

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.

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