Browse by: Author name - Classification - Keywords - Nature

6 matches found
XXVIII: 11, 116-121, LNM 1583 (1994)
BERTOIN, Jean; DONEY, R.A.
On conditioning random walks in an exponential family to stay nonnegative
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XXXII: 16, 231-236, LNM 1686 (1998)
DONEY, R.A.
Some calculations for perturbed Brownian motion
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XXXII: 17, 237-249, LNM 1686 (1998)
DONEY, R.A.; WARREN, Jonathan; YOR, Marc
Perturbed Bessel processes
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XXXVIII: 01, 1-4, LNM 1857 (2005)
DONEY, Ronald A.
Tanaka's construction for random walks and Lévy processes

XXXVIII: 02, 5-15, LNM 1857 (2005)
DONEY, Ronald A.
Some excursion calculations for spectrally one-sided Lévy processes

XLV: 10, 277-300, LNM 2078 (2013)
DONEY, R. A.; VAKEROUDIS, S.
Windings of Planar Stable Processes (Theory of processes)
Keywords: Stable processes, Lévy processes, Brownian motion, windings, exit time from a cone, Spitzer's Theorem, skew-product representation, Lamperti's relation, Law of the Iterated Logarithm for small times
Nature: Original