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is a continuous-time, real-valued stochastic
process which has independent and stationary increments, with no Brownian
component. We study some of the fundamental properties of Levy jump
processes and develop inventory models for them. Of particular
interest to us is the gamma-distributed Levy process, in which the demand
that occurs in a fixed period of time has a gamma distribution.
We study the relevant properties of these processes, and we develop a
quadratically convergent...
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