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Levy processes - from probability theory to finance and quantum groups

By D. Applebaum


Stochastic processes are families of random variables; Lévy processes are families indexed by the positive reals which are independent with stationary increments and are stochastically continuous. The author reviews the basic properties of Lévy processes and considers some of their applications.\u

Publisher: American Mathematical Society
Year: 2004
OAI identifier: oai:eprints.whiterose.ac.uk:9794

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