Bøger i Probability and Its Applications serien

Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology. This volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction.

Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.

This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.