This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active are...Lasīt vairāk
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active are...Lasīt vairāk
This collection honours Ron Doneys work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doneys mathematical achievements and how they have influenced the field, the contributed papers cover both d...Lasīt vairāk
This collection honours Ron Doneys work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doneys mathematical achievements and how they have influenced the field, the contributed papers cover both d...Lasīt vairāk
(Izdošanas datums: 09-Jan-2014, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783642376320)
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 application appears in the theory of many areas of classical and modern stoc...Lasīt vairāk
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 and the surplus of an insurance company. The book studies martingales...Lasīt vairāk
Serge Cohen, Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
Sērija : Lecture Notes in Mathematics
(Izdošanas datums: 14-Sep-2012, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783642314070)
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 number of key topics in the theory or applications of Levy processes an...Lasīt vairāk
(Izdošanas datums: 14-Jun-2006, PDF+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9780470017203)
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness...Lasīt vairāk
