Lévy processes
نویسنده
چکیده
We give a brief introduction to the class of stochastic processes known as Lévy processes, concentrating principally on their relation with infinitely divisible distributions and the Lévy-Itô decomposition.
نویسنده
We give a brief introduction to the class of stochastic processes known as Lévy processes, concentrating principally on their relation with infinitely divisible distributions and the Lévy-Itô decomposition.