Abstract
Jump Process focuses on the jump process, which is a mathematical tool for describing the impact of sudden events on a particular target, such as the impact of COVID-19 on mortality trends, or the impact of an unexpected news on the stock market. The book starts from the Poisson process, followed by the renewal process, Ito’s formula for jump process, and ends with a final chapter on the Hawkes process, which requires the knowledge of all previous chapters.
| Original language | English |
|---|---|
| Publisher | Cengage Learning Asia Pte Ltd |
| Number of pages | 212 |
| ISBN (Print) | 9789815349467 |
| Publication status | Published - 2025 |
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