Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:hasIncrementDistribution |
gptkb:gamma_distribution
|
| gptkbp:hasIndependentIncrements |
true
|
| gptkbp:hasSamplePaths |
right-continuous
non-decreasing |
| gptkbp:hasStationaryIncrements |
true
|
| https://www.w3.org/2000/01/rdf-schema#label |
Gamma process
|
| gptkbp:isLévyProcess |
true
|
| gptkbp:isSubordinator |
true
|
| gptkbp:namedAfter |
gptkb:gamma_distribution
|
| gptkbp:parameter |
scale parameter
rate parameter |
| gptkbp:usedIn |
mathematical finance
queueing theory risk theory |
| gptkbp:bfsParent |
gptkb:Lévy_process_L_t
gptkb:Variance_Gamma_process |
| gptkbp:bfsLayer |
6
|