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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 renewal processes play a key role in actuarial and financ ...2018-10-13 15:40 - nivastuli - 博弈论
【随机过程】 Renewal Theory for Perturbed Random Walks and Similar Processes (16
9 个回复 - 992 次查看 Renewal Theory for Perturbed Random Walks and Similar Processes Authors: Alexander Iksanov Provides a thorough discussion of the state-of-the art in the area with a special emphasis on the m ...2016-12-12 15:41 - cmwei333 - 金融学(理论版)