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 app

Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.

Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative rea

There has been much recent research on the theory of point processes, i.e., on random systems consisting of point events occurring in space or time. Application

This book is a revision of Random Point Processes written by D. L. Snyder and published by John Wiley and Sons in 1975. More emphasis is given to point processe