Lévy-driven stochastic differential equation
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:appliesTo |
engineering
mathematical finance physics |
| gptkbp:generalizes |
gptkb:Itô_stochastic_differential_equation
|
| gptkbp:hasModel |
jump processes
discontinuous phenomena |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy-driven stochastic differential equation
|
| gptkbp:relatedTo |
Brownian motion
Poisson random measure |
| gptkbp:solvedBy |
gptkb:stochastic_process
|
| gptkbp:studiedIn |
stochastic analysis
|
| gptkbp:uses |
gptkb:stochastic_process
|
| gptkbp:bfsParent |
gptkb:Ornstein–Uhlenbeck_process_driven_by_Lévy_noise
|
| gptkbp:bfsLayer |
5
|