Abstract
Stochastic processes with stationary and independent increments are classical examples of Markov processes. Their importance both in theory and for applications justifies to study these processes and their history.
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© 2016 Springer International Publishing Switzerland
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Schilling, R. (2016). Orientation. In: Utzet, F., Quer-Sardanyons, L. (eds) From Lévy-Type Processes to Parabolic SPDEs. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-34120-0_1
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DOI: https://doi.org/10.1007/978-3-319-34120-0_1
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-34119-4
Online ISBN: 978-3-319-34120-0
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