From Probability to Finance by Unknown

Author:Unknown
Language: eng
Format: epub
ISBN: 9789811515767
Publisher: Springer Singapore

2 Point Processes: An Overview

This section introduces some basic notions on point processes and marked point processes. It sets out the notations that will be used throughout the chapter and gives the properties of point processes that will be required in our study of Hawkes processes.

This introduction focuses on point processes, but it does not intend to provide a comprehensive treatment of this wider field. The reader can find an in-depth exposition of this topic in [39] or in Chapter II of [31].

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