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Lévy processes on a first order model

✍ Scribed by Siu-Ah Ng

Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
228 KB
Volume
56
Category
Article
ISSN
0044-3050

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✦ Synopsis

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 (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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