I'm currently reading Cont & Tankov's "Financial Modelling With Jump Processes" and they state the sum of independent Lévy processes is itself a Lévy process but only provide a working example to prove it in the case of Lévy processes. Can anyone point me in the direction of literature containing the proof for the general case? Many thanks
2026-03-27 01:46:08.1774575968
Sum of independent Lévy processes is a Lévy process
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