Stochastic Processes and their Applications · 2008 · 47 citations · 32 references
EngineeringMathematicsProbability TheoryStochastic ProcessesBrownian MotionLaw Of Large NumbersLimit TheoremsLévy ProcessesMarkov ProcessesStationary ProcessesCharacteristic ExponentsLévy - Itô DecompositionLévy - Khintchine FormulaLévy MeasureLévy-itô Decomposition
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Processes of normal inverse Gaussian type
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