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MR3155252 60-01 (60E07 60E10 60Gxx)
Kyprianou, Andreas E. Fluctuations of Lévy processes with applications. Introductory lectures. Second edition. Universitext. Springer, Heidelberg, 2014. xviii+455 pp. ISBN: 978-3-642-37631-3; 978-3-642-37632-0
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