Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes

* Preface

Part I: Theory

* Introduction

* Simple and Marked Point Processes

* Construction of SPPs and MPPs

* Compensators and Mrtingales

* Likelihood Processes

* Independence

* Piecewise Deterministic Markov Processes (PDMPs)

Part II: Applications

* Survival Analysis

* Branching, Ruin, Soccer

* A Model from Finance

* Examples of Queueing Models

Part III: Appendices

* Appendix A: Differentiation of Cadlag Functions

* Appendix B: Filtrations, Processes, Martingales

* Bibliographical Notes

* References

* Notation Index

* Index