2016 | OriginalPaper | Chapter
Dénouement
Author : René Schilling
Published in: From Lévy-Type Processes to Parabolic SPDEs
Publisher: Springer International Publishing
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It is well known that the characteristic exponent $$\psi(\xi)$$ of a Lévy process $$L\;=\;(L_t)_{t\geqslant0}$$ can be used to describe many probabilistic properties of the process.