Levy Matters Iii
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This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process. Alt
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This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on
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Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory
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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics
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A perfect blend of medical drama and spiritual insight, Gray Matter is a fascinating account of Dr. David Levy’s decision to begin asking his patients if he c