Stochastic analysis of multivariate point processes
This thesis is concerned with multivariate point processes in R¹. For the purposes of this general survey a multivariate point process may be thought of as a series of events of finitely many distinguishable types happening in time. Chapter One defines a multivariate point process and shows that such a process is uniquely specified once a consistent set of finite-dimensional distributions is given. This result is essentially known. Notions such as those of independence, superposition,...[Show more]
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