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

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

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

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

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.