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EngineeringDecision SciencesProbability TheoryStochastic ProcessesBrownian MotionDiffusion ProcessesLaw Of Large NumbersLimit TheoremsLévy ProcessesMarkov ProcessesAsymptotic AnalysisCharacteristic ExponentsLévy - Itô DecompositionLévy - Khintchine FormulaLévy MeasureLévy-driven Stochastic Differential EquationsLévy-itô Decomposition
20
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Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations
GENERAL THEORY OF MARKOV PROCESSES
L. C. G. Rogers · Bulletin of the London Mathematical Society · 1989 · 282 citations
On some exponential functionals of Brownian motion
Marc Yor · Advances in Applied Probability · 1992 · 261 citations
Engineering, Finance, Mathematics +14