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Levy Processes
March 30, 2001, Birkhäuser Boston
Hardcover
in English
- 1 edition
081764167X 9780817641672
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Book Details
First Sentence
"The study of Levy processes with jumps began around 1930, whereas Brownian motion (a Levy process with continuous sample functions) was investigated earlier by Bachelier, Einstein, and Wiener."
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