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
|
| gptkbp:introducedIn |
1940s
|
| gptkbp:namedAfter |
gptkb:Kiyoshi_Itô
gptkb:Paul_Lévy |
| gptkbp:usedIn |
gptkb:stochastic_process
financial mathematics |
| gptkbp:bfsParent |
gptkb:Paul_M._G._Lévy
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy–Itô decomposition
|