## Abstract The classical notion of Lévy process is generalized to one that takes as its values probabilities on a first or‐der model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities and the infinite divisibility with respect to it
A Cautionary note on modeling with fractional Lévy flights
✍ Scribed by C.C. Heyde; Allan Sly
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 423 KB
- Volume
- 387
- Category
- Article
- ISSN
- 0378-4371
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