Statements (73)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:characterizedBy |
gptkb:Lévy-Khintchine_formula
|
| gptkbp:distributedBy |
infinitely divisible distribution
|
| gptkbp:generalizes |
random walk
|
| gptkbp:hasComponent |
diffusion term
drift term jump term |
| gptkbp:hasProperty |
independent increments
stationary increments stochastic continuity |
| gptkbp:hasSpecialCase |
gptkb:Ornstein-Uhlenbeck_process
gptkb:Lévy_area gptkb:compound_Poisson_process gptkb:CGMY_process gptkb:Lévy_flight gptkb:Meixner_process gptkb:gamma_process gptkb:hyperbolic_process gptkb:normal_inverse_Gaussian_process gptkb:spectrally_negative_Lévy_process gptkb:spectrally_positive_Lévy_process gptkb:variance_gamma_process gptkb:Lévy_sheet pure jump process alpha-stable process beta process inverse Gaussian process stable subordinator subordinator tempered stable process tempered stable subordinator symmetric stable process Lévy process with jumps of bounded variation Lévy process with jumps of finite activity Lévy process with jumps of finite variation Lévy process with jumps of infinite activity Lévy process with jumps of infinite variation Lévy process with jumps of unbounded variation subordinated Brownian motion CGMY subordinator Lévy bridge Lévy process with bounded variation Lévy process with finite activity Lévy process with finite variation Lévy process with infinite activity Lévy process with infinite variation Lévy process with jumps Lévy process with unbounded variation Meixner subordinator alpha-stable subordinator beta subordinator compound Poisson subordinator gamma subordinator hyperbolic subordinator inverse Gaussian subordinator normal inverse Gaussian subordinator variance gamma subordinator |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy Processes
|
| gptkbp:includes |
gptkb:Poisson_process
gptkb:Cauchy_process gptkb:Gamma_process Brownian motion stable process |
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:studiedIn |
gptkb:probability_theory
stochastic analysis |
| gptkbp:usedIn |
biology
mathematical finance physics queueing theory insurance mathematics |
| gptkbp:bfsParent |
gptkb:Jean_Bertoin
|
| gptkbp:bfsLayer |
6
|