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Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties
Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties
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This is the third volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters. Each volume describes a number of important topics in the theory or applications of Lévy processes and pays tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world.