Statements (16)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:stochastic_process
|
gptkbp:category |
gptkb:probability_theory
gptkb:stochastic_process |
gptkbp:distributedBy |
gptkb:Lévy_distribution
|
gptkbp:generalizes |
gptkb:Poisson_process
Brownian motion |
gptkbp:hasProperty |
independent increments
stationary increments |
https://www.w3.org/2000/01/rdf-schema#label |
Lévy noise
|
gptkbp:namedAfter |
gptkb:Paul_Lévy
|
gptkbp:relatedTo |
gptkb:stochastic_process
|
gptkbp:usedIn |
gptkb:signal_processing
mathematical finance physics |
gptkbp:bfsParent |
gptkb:Ornstein–Uhlenbeck_process_driven_by_Lévy_noise
|
gptkbp:bfsLayer |
5
|