Marked Point Processes On The Real Line

This text provides a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this ... » 

This text provides a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. «