Abstract
This chapter contains sections titled: Lévy Processes Definition Properties OU Processes Self-decomposability OU Processes Examples of Lévy Processes The Poisson Process The Compound Poisson Process The Gamma Process The Inverse Gaussian Process The Generalized Inverse Gaussian Process The Tempered Stable Process The Variance Gamma Process The Normal Inverse Gaussian Process The CGMY Process The Meixner Process The Generalized Hyperbolic Process Adding an Additional Drift Term Examples of OU Processes The Gamma–OU Process The IG–OU Process Other Examples
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