الصفحة 1
الصفحة 1
Modèles aléatoires : Applications aux sciences de l'ingénieur et du vivant = Random models : Applications to engineering and life sciences
The aim is to show how random models are used to analyse and solve a great variety of engineering issues. It is written in language accessible to practitioners and students in engineering, the physical sciences, the life sciences or management.
Introductory Lectures on Fluctuations of Lévy Processes with Applications
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 mathematical significance is justified by their application in many areas of classical and modern stochastic models including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance and continuous-state branching processes.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction.
