The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial

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

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap

This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl