Sökt på: Böcker av Kyprianou Andreas E.
totalt 12 träffar
Fluctuations of Levy Processes with Applications
Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their …
Gerber–Shiu Risk Theory
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model …
Stable Levy Processes via Lamperti-Type Representations
Stable Levy processes lie at the intersection of Levy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the …
Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their …
Stochastic Neutron Transport
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked …
Lévy Matters II
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a …
Stochastic Neutron Transport
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked …
Gerber-Shiu Risk Theory
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramer-Lundberg model …
Lifetime of Excursions Through Random Walks and Levy Processes
This collection honours Ron Doney's work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney's mathematical achievements and …
Levy Matters II
This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters, which is published at irregular intervals over the years. Each volume examines a …
Stable Lévy Processes via Lamperti-Type Representations
Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov processes. Processes in the latter class enjoy a Lamperti-type representation as the …
A Lifetime of Excursions Through Random Walks and Lévy Processes
This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and …