Publication | Closed Access
Sample Functions of Stochastic Processes with Stationary, Independent Increments.
385
Citations
5
References
1972
Year
Unknown Venue
Sample FunctionsEngineeringGlobal BehaviorStochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic AnalysisStochastic SystemsProbability TheoryLevy ProcessesLevy ProcessFractional StochasticsStochastic VolatilityStochastic PhenomenonStatistics
Abstract : The document is a survey of results about the local and global behavior of the sample functions of Levy processes. Some proofs are given and some are omitted. Many references and some new results are given. (Author)
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