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researcher

R. Doney

5 papers hereh-index 9613 citations14 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR5
same name
  • R. Doney — 16 papers, h 29

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20052017
most citedOvershoots and undershoots of Lévy processes

114 citations · 120 across the 5 of their papers we have counts for

collaborators
Showing 2005Show all

1 paper · 1 filter

math.PR2005

On Lévy processes conditioned to stay positive

Loïc Chaumont, Ron A. Doney

We construct the law of Lévy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes. This r…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.