LIBROS DEL AUTOR: martin hunting

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  • Lévy Processes and Lévy Copulas
    Martin Hunting
    This thesis discusses Lévy processes and Lévy copulas. In connection with Lévy processes we treat some of the theory behind infinitely divisible distributions, acknowledging that the two classes are equivalent.Within the class of Lévy processes we will mostly look at stable processes and compound Poisson processes. The theory of Lévy processes dates back to the late 1920’s, af...
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