Lévy Processes — From Probability to Finance and Quantum Groups

@inproceedings{Applebaum2004LvyP,
  title={L{\'e}vy Processes — From Probability to Finance and Quantum Groups},
  author={David Applebaum},
  year={2004}
}
1336 NOTICES OF THE AMS VOLUME 51, NUMBER 11 T he theory of stochastic processes was one of the most important mathematical developments of the twentieth century. Intuitively, it aims to model the interaction of “chance” with “time”. The tools with which this is made precise were provided by the great Russian mathematician A. N. Kolmogorov in the 1930s. He realized that probability can be rigorously founded on measure theory, and then a stochastic process is a family of random variables (X(t… CONTINUE READING

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