Levy processes - from probability theory to finance and quantum groups
Applebaum, D.
(2004)
Levy processes - from probability theory to finance and quantum groups.
Notices of the American Mathematical Society, 51 (11).
pp. 1336-1347.
ISSN 0002-9920
Abstract
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.
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