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What is Lévy Processes and Their Characteristics about?
This document provides an introductory review of Lévy processes and their properties with emphasis on subordinators and spectrally positive Lévy processes. It defines Lévy processes and discusses their characteristics and decomposition. It also discusses subordinators and provides examples such as compound Poisson processes, inverse Brownian motion, gamma processes, and stable processes.
- Author
- kensaii
- Language
- EN