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Results tagged with levy-processes
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user 169594
Theory and applications of Lévy processes (stochastic processes with stationary and independent increments): e.g. path properties, stochastic differential equations driven by jump-type processes, fluctuation theory of Lévy processes, queuing theory.
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Is this statement of the Lévy–Khintchine formula ill-posed?
Apologies if this is an inappropriate place to post a comment (I am a newbie). But I wanted to mention that an easier to read treatment of infinite divisibility is Chapter 3 of the classic book by Gne …
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