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Latest revision as of 01:06, 5 March 2024

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Self-similar Markov processes
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    Self-similar Markov processes (English)
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    9 September 2014
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    self-similar Markov processes
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    Lévy processes
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    Markov additive processes
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    Lamperti representation
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    exponential functionals
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    entrance laws
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    quasi-stationary distributions
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    fluctuation theory
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    law of the iterated logarithm
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