Lévy processes and stochastic calculus

Applebaum, D. (2004). Lévy processes and stochastic calculus. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2004

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Gamma process
  • The gamma process is a pure-jump subordinator whose elapsed-time parameter scales the increment shape while a rate or scale parameter controls magnitude.

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