LIBROS DEL AUTOR: ronald a doney

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  • Lévy Processes at Saint-Flour
    Jean Bertoin / Jean L. Bretagnolle / Jean LBretagnolle / Ronald A. Doney / Ronald ADoney
    Bretagnolle, Jean: Processus a accroissements indépendants.- Ibragimov, Ildar: Théorèmes limites pour les marches aléatoires.- Jacod, Jean: Théorèmes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney, Ronald A.: Fluctuation theory for Lévy processes.​ ...
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  • Fluctuation Theory for Lévy Processes
    Ronald A. Doney
    Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, and of course finance, where they include particularly important examples having 'heavy tails.' Their sample pat...
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    60,69 €