Marked Point Processes on the Real Line

Language: English

Published by Springer, Springer Aug 1995, 1995

0387945474 / 9780387945477

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This item is printed on demand - Print on Demand Titel. Neuware -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 authors discuss the relationship of an MPP to its compensator and particular classes of MPP are studied in great detail. 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 508 pp. Englisch.

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Title
Marked Point Processes on the Real Line
Author
Günter Last
Publisher
Springer, Springer Aug 1995
Publication year
1995
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387945474
ISBN 13
9780387945477
Item weight
922 grams
Dimensions
241x160x33 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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