Statements (45)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic process
|
| gptkbp:hasAccreditation |
true
|
| gptkbp:hasExhibition |
gptkb:Ornstein-Uhlenbeck_process
Cauchy process Compound Poisson process Stable process |
| gptkbp:hasFunction |
exponential function
|
| gptkbp:hasSpecialty |
self-similarity
independent increments stationary increments infinitely divisible distributions |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy process
|
| gptkbp:includes |
Brownian motion
Poisson process |
| gptkbp:isAvenueFor |
option pricing
risk management financial modeling statistical mechanics |
| gptkbp:isCharacterizedBy |
jumps
continuous paths diffusion term drift term finite variation discontinuous paths Lévy_measure |
| gptkbp:isCitedBy |
Lévy-Khintchine_representation
Lévy_process_theory |
| gptkbp:isFacilitatedBy |
stock prices
traffic flow queue lengths insurance_claims |
| gptkbp:isFocusedOn |
true
|
| gptkbp:isRelatedTo |
Brownian motion
random walk martingales stochastic calculus jump processes |
| gptkbp:isStudiedIn |
probability theory
applied mathematics mathematical finance |
| gptkbp:isUsedIn |
finance
signal processing queueing theory insurance mathematics |
| gptkbp:wasAffecting |
false
|