Marc Yor

Loïc Chaumont

Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.

A Guided Tour from Measure Theory to Random Processes, Via Conditioning

Exercises in Probability

Andreas E. Kyprianou

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 Lévy 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.

Loïc Chaumont

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