Statements (16)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:appliesTo |
gptkb:stochastic_process
|
gptkbp:component |
Brownian motion
drift Poisson random measure compensated Poisson random measure |
gptkbp:describes |
decomposition of a Lévy process
|
gptkbp:field |
gptkb:probability_theory
|
https://www.w3.org/2000/01/rdf-schema#label |
Lévy–Itô decomposition
|
gptkbp:introducedIn |
1940s
|
gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
gptkb:Paul_Lévy |
gptkbp:usedIn |
gptkb:stochastic_process
financial mathematics |
gptkbp:bfsParent |
gptkb:Paul_Lévy
|
gptkbp:bfsLayer |
5
|