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  • Fluctuation Theory for Lévy Processesby Jean Picard; Ronald A. Doney

    Springer Berlin Heidelberg 2007; US$ 35.83

    Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence,... more...

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