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Marked Point Processes on the Real Line: The Dynamical Approach / Edition 1
Barnes and Noble
Marked Point Processes on the Real Line: The Dynamical Approach / Edition 1
Current price: $249.99
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Barnes and Noble
Marked Point Processes on the Real Line: The Dynamical Approach / Edition 1
Current price: $249.99
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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 shastic 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 shastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.