0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

Buy Now

Point Process Theory and Applications - Marked Point and Piecewise Deterministic Processes (Hardcover, 2006 ed.) Loot Price: R2,644
Discovery Miles 26 440
Point Process Theory and Applications - Marked Point and Piecewise Deterministic Processes (Hardcover, 2006 ed.): Martin...

Point Process Theory and Applications - Marked Point and Piecewise Deterministic Processes (Hardcover, 2006 ed.)

Martin Jacobsen

Series: Probability and Its Applications

 (sign in to rate)
Loot Price R2,644 Discovery Miles 26 440 | Repayment Terms: R248 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The point processes are constructed from scratch with detailed proofs and their distributions characterized using compensating measures and martingale structures. The second part of the book addresses applications of the just developed theory. This analysis of various models in applied statistics and probability includes examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management (arbitrage and portfolio trading strategies), and queueing theory. Graduate students and researchers interested in probabilistic modeling and its applications will find this text an excellent resource, requiring for mastery a solid foundation in probability theory, measure and integration, as well as some knowledge of stochastic processes and martingales. portions that are crucial and those that can be omitted by non-specialists, making the material more accessible to a wider cross-disciplinary audience.

General

Imprint: Birkhauser Boston
Country of origin: United States
Series: Probability and Its Applications
Release date: December 2005
First published: 2006
Authors: Martin Jacobsen
Dimensions: 235 x 155 x 20mm (L x W x T)
Format: Hardcover
Pages: 328
Edition: 2006 ed.
ISBN-13: 978-0-8176-4215-0
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 0-8176-4215-3
Barcode: 9780817642150

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Best Books gegradeerde leesreeks: Vlak 1…
Best Books Paperback R90 R85 Discovery Miles 850
bundle available
Stochastic Processes and Their…
Christo Ananth, N. Anbazhagan, … Hardcover R7,630 Discovery Miles 76 300
Special Functions Of Fractional…
Trifce Sandev, Alexander Iomin Hardcover R2,709 Discovery Miles 27 090
Stochastic Komatu-loewner Evolutions
Zhen-Qing Chen, Masatoshi Fukushima, … Hardcover R2,698 Discovery Miles 26 980
Advancements in Bayesian Methods and…
Alastair G Young, Arni S.R. Srinivasa Rao, … Hardcover R7,475 Discovery Miles 74 750
Hidden Link Prediction in Stochastic…
Babita Pandey, Aditya Khamparia Hardcover R5,523 Discovery Miles 55 230
Stochastic Partial Differential…
Ciprian A. Tudor Hardcover R2,167 Discovery Miles 21 670
Geometry and Statistics, Volume 46
Frank Nielsen, Arni S.R. Srinivasa Rao, … Hardcover R7,454 Discovery Miles 74 540
Stochastic Models of Financial…
Vigirdas Mackevicius Hardcover R3,645 Discovery Miles 36 450
Optimal Input Signals for Parameter…
Ewaryst Rafajlowicz Hardcover R3,881 Discovery Miles 38 810
Informal Introduction To Stochastic…
Ovidiu Calin Hardcover R2,599 Discovery Miles 25 990
Informal Introduction To Stochastic…
Ovidiu Calin Paperback R1,351 Discovery Miles 13 510

See more

Partners