Point Processes and Jump Diffusions
DOI10.1017/9781009002127zbMATH Open1503.60001OpenAlexW3149436936MaRDI QIDQ4986963FDOQ4986963
Publication date: 28 April 2021
Full work available at URL: https://doi.org/10.1017/9781009002127
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Jump processes on discrete state spaces (60J74)
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- Global density equations for interacting particle systems with stochastic resetting: from overdamped Brownian motion to phase synchronization
- Generalized Itô's lemma and the stochastic thermodynamics of diffusion with resetting
- Point process theory and applications. Marked point and picewise deterministic processes.
- In memoriam: Tomas Björk (1947--2021). On his career and beyond
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