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Levy Processes in Lie Groups


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Table of Contents

1. Lévy processes in Lie groups; 2. Generator and stochastic integral equation of a Lévy process; 3. Semi-simple Lie groups of non-compact type; 4. Limiting properties of Lévy processes; 5. Rate of convergence; 6. Lévy processes as stochastic flows.

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Up-to-the minute research on important stochastic processes.


'… an outstanding addendum to the literature on modern probability theory.' Mathematical Reviews

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