Statements (59)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:Management
|
| gptkbp:characterized_by |
independent increments
stationary increments |
| gptkbp:has |
Brownian motion
Poisson process |
| gptkbp:has_applications_in |
finance
queueing theory insurance mathematics |
| gptkbp:has_distribution |
Lévy measure
|
| gptkbp:has_property |
self-similarity
infinitely divisible distributions stochastic continuity cadlag paths |
| gptkbp:has_type |
Brownian motion
compound Poisson process pure jump process |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy process
|
| gptkbp:is_characterized_by |
jumps
continuous paths stationary increments finite variation jump processes discontinuous paths infinite variation non-stationary increments Lévy paths continuous jumps discrete jumps non-Gaussian distributions |
| gptkbp:is_defined_by |
Fourier transform
Laplace transform characteristic function Lévy measure |
| gptkbp:is_related_to |
Brownian motion
time series analysis chaos theory stochastic differential equations random walks Markov process martingales stable distributions random fields |
| gptkbp:is_represented_in |
Lévy-Khintchine representation
|
| gptkbp:is_studied_in |
probability theory
financial mathematics stochastic calculus |
| gptkbp:is_used_in |
gptkb:machine_learning
gptkb:statistical_mechanics option pricing risk management signal processing econometrics |
| gptkbp:model |
asset prices
insurance claims random phenomena |
| gptkbp:bfsParent |
gptkb:Paul_Lévy
gptkb:Lévy_distribution gptkb:Lévy |
| gptkbp:bfsLayer |
7
|