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LĂ©vy process
In probability theory, a LĂ©vy process, named after the French mathematician Paul LĂ©vy, is any continuous-time stochastic process that starts at 0, admits cĂ dlĂ g modification and has "stationary independent increments" -- this phrase will be explained below. The most well-known examples are the Wiener process and the Poisson process.
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