Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Lévy_processes
|
| gptkbp:component |
diffusion term
drift term Lévy measure |
| gptkbp:describes |
characteristic function of infinitely divisible distributions
|
| gptkbp:expressedIn |
characteristic function in terms of drift, Gaussian, and jump components
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy-Khintchine formula
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
gptkb:Aleksandr_Khintchine |
| gptkbp:usedIn |
stochastic processes
actuarial science financial mathematics |
| gptkbp:bfsParent |
gptkb:spectrally_positive_Lévy_process
|
| gptkbp:bfsLayer |
5
|