Andreas E. Kyprianou – författare
Visar alla böcker från författaren Andreas E. Kyprianou. Handla med fri frakt och snabb leverans.
14 produkter
Gerber–Shiu Risk Theory
Häftad, 2013
455 kr
Lägg i varukorg
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 and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools …
Stable Lévy Processes via Lamperti-Type Representations
Av Andreas E. Kyprianou, Juan Carlos Pardo
Inbunden, 2022
970 kr
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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 space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes …
Stable Levy Processes via Lamperti-Type Representations
Av Juan Carlos Pardo, Andreas E. Kyprianou
E-bok, 2022
1027 kr
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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 space-time path transformation of so-called Markov additive processes (MAPs). This completely new mathematical treatment takes …
Lifetime of Excursions Through Random Walks and Lévy Processes
A Volume in Honour of Ron Doney’s 80th Birthday
Av Loïc Chaumont, Andreas E. Kyprianou
Inbunden, 2021
860 kr
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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 how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks …
Lifetime of Excursions Through Random Walks and Levy Processes
A Volume in Honour of Ron Doney’s 80th Birthday
Av Andreas E. Kyprianou, Loic Chaumont
E-bok, 2022
1948 kr
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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 how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks …
Lifetime of Excursions Through Random Walks and Lévy Processes
A Volume in Honour of Ron Doney’s 80th Birthday
Av Loïc Chaumont, Andreas E. Kyprianou
Häftad, 2022
860 kr
Lägg i varukorg
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 how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks …
Stochastic Neutron Transport
And Non-Local Branching Markov Processes
Av Emma Horton, Andreas E. Kyprianou
Inbunden, 2023
1418 kr
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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 areas, particularly applications related to general …
Stochastic Neutron Transport
And Non-Local Branching Markov Processes
Av Andreas E. Kyprianou, Emma Horton
E-bok, 2023
1736 kr
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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 areas, particularly applications related to general …
Stochastic Neutron Transport
And Non-Local Branching Markov Processes
Av Emma Horton, Andreas E. Kyprianou
Häftad, 2024
1425 kr
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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 areas, particularly applications related to general …
Gerber-Shiu Risk Theory
E-bok, 2013
568 kr
Lägg i varukorg
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 and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools …
Lévy Matters II
Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions
Av Serge Cohen, Alexey Kuznetsov m. fl.
Häftad, 2012
387 kr
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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 number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this …
Levy Matters II
Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions
Av Victor Rivero, Andreas E. Kyprianou m. fl.
E-bok, 2012
522 kr
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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 number of key topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this …
Fluctuations of Lévy Processes with Applications
Introductory Lectures
Häftad, 2014
569 kr
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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 application appears in the theory of many areas of classical and modern stochastic processes including storage models, …
Fluctuations of Levy Processes with Applications
Introductory Lectures
E-bok, 2014
1059 kr
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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 application appears in the theory of many areas of classical and modern stochastic processes including storage models, …
