S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
R. A. Doney · Study
Home
/
Author
R. A. Doney
11 works
· latest 2010
· 1 institutions
cluster: provisional
Follow
Claim this profile
h-index
11
i10
11
Citations
768
Works here
11
87
91
94
96
99
01
04
05
06
10
Most cited in this library
Overshoots and undershoots of Lévy processes
2006 · 109 citations
Overshoots and undershoots of Levy processes
2005 · 102 citations
Some asymptotic results for transient random walks
1996 · 100 citations
Fluctuation Theory for Lévy Processes
2001 · 96 citations
Cramér's estimate for Lévy processes
1994 · 91 citations
Works
11 shown
The asymptotic behavior of densities related to the supremum of a stable process
·
2010
·
2 authors
·
preprint
40
citations
Overshoots and undershoots of Lévy processes
The Annals of Applied Probability
·
2006
·
2 authors
·
Open access
109
citations
Overshoots and undershoots of Levy processes
MIMS EPrints (University of Southampton)
·
2005
·
5 authors
·
preprint
102
citations
Some Excursion Calculations for Spectrally One-sided Lévy Processes
Lecture notes in mathematics
·
2004
·
1 author
·
chapter
49
citations
Perturbed Skorohod equations and perturbed reflected diffusion processes
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2004
·
2 authors
·
Open access
37
citations
Fluctuation Theory for Lévy Processes
Birkhäuser Boston eBooks
·
2001
·
1 author
·
chapter
96
citations
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
Probability Theory and Related Fields
·
1999
·
2 authors
·
Open access
55
citations
Some asymptotic results for transient random walks
Advances in Applied Probability
·
1996
·
2 authors
100
citations
Cramér's estimate for Lévy processes
Statistics & Probability Letters
·
1994
·
2 authors
91
citations
Hitting Probabilities for Spectrally Positive Lévy Processes
Journal of the London Mathematical Society
·
1991
·
1 author
44
citations
On Wiener-Hopf Factorisation and the Distribution of Extrema for Certain Stable Processes
The Annals of Probability
·
1987
·
1 author
·
Open access
45
citations