Point Processes and Jump Diffusions: An Introduction with Finance Applications (Hardcvoer)
暫譯: 點過程與跳躍擴散：金融應用入門（精裝版）

Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.