Beschreibung
This text provides 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.
Produktsicherheitsverordnung
Hersteller:
Springer Verlag GmbH
juergen.hartmann@springer.com
Tiergartenstr. 17
DE 69121 Heidelberg
