Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes (Probability and Its Applications

by Martin Jacobsen

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 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

340 pages, Hardcover

First published December 15, 2005