Renewal Theory for Perturbed Random Walks and Similar Processes 1 个回复 - 926 次查看
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, ...2016-12-12 18:17 - nivastuli - 金融学(理论版)
Pseudo-Regularly Varying Functions and Generalized Renewal Processes 3 个回复 - 1122 次查看
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewalprocesses play a key role in actuarial and financ ...2018-10-13 15:40 - nivastuli - 博弈论