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Lévy processes: from probability to finance and quantum groups. (English) Zbl 1053.60046

Summary: Stochastic processes are families of random variables; Lévy processes are families indexed by the positive reals which are independent with stationary increments and are stochastically continuous. The author reviews the basic properties of Lévy processes and considers some of their applications.

MSC:

60G51 Processes with independent increments; Lévy processes
60K40 Other physical applications of random processes
91B28 Finance etc. (MSC2000)
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