by Günter Last (Author), Andreas Brandt (Author), Günter Last (Author), Andreas Brandt (Author)
This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP).
Format: Hardcover
Pages: 504
Edition: 1995
Publisher: Springer
Published: 10 Aug 1995
ISBN 10: 0387945474
ISBN 13: 9780387945477