Title: Lifetime of Excursions Through Random Walks and L�vy Processes : A Volume in Honour of Ron Doney?s 80th Birthday
Publisher: Birkh�user
Publication Date: 2021
Language: English
ISBN 10: 3030833089
ISBN 13: 9783030833084
Binding: Hardcover
Condition: New

About this title

Synopsis

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 and variants thereof, and continuous-time processes, including L�vy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

About the Author

Lo�c Chaumont was educated at Universit� du Maine (Le Mans) and Universit� Paris 6 and is currently a professor of mathematics at Universit� d'Angers. He published over 50 research papers on theory of stochastic processes, both in discrete and continuous times. His main domain of research concerns L�vy processes. He was the director of LAREMA, the CNRS mathematics research unit in Angers, from 2012 to 2016.

Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including two graduate textbooks on L�vy processes. During his time in Bath he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million pound EPSRC Centre for Doctoral Training and is currently the Director of the Bath Institute for Mathematical Innovation.

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