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,Lévy Processes and Their Characteristics,We give an introductory review of Lévy processes and their properties with emphasis on subordinators and spectrally positive Lévy processes. The .-potentials of these processes are given. Results on the times of first exit of such processes are discussed. Several examples of such processes are given.

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查看完整版本: Titlebook: Lévy Processes and Their Applications in Reliability and Storage; Mohamed Abdel-Hameed Book 2014 The Author(s) 2014 60K10, 60K20.Lévy proc