Remarques sur le prix des actifs contingents
Le résultat essentiel du travail est la définition du processus ralenti d’un processus de Ray en ses points de branchement, par un procédé qui transforme ceux-ci en points stables.
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each other, furthermore consider corresponding...