Statements (32)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:canBe |
gptkb:compound_Poisson_process
pure jump process continuous process |
| gptkbp:characterizedBy |
gptkb:Lévy–Khintchine_formula
|
| gptkbp:distributedBy |
infinitely divisible distribution
|
| gptkbp:generalizes |
gptkb:random_walk
|
| gptkbp:hasApplication |
gptkb:signal_processing
option pricing queueing theory insurance mathematics |
| gptkbp:hasComponent |
drift term
Brownian component jump component |
| gptkbp:hasGenerator |
infinitesimal generator
|
| gptkbp:hasIncrementDistribution |
independent
stationary |
| gptkbp:hasProperty |
independent increments
stationary increments stochastic continuity |
| gptkbp:hasSpecialCase |
gptkb:Poisson_process
gptkb:Cauchy_process gptkb:Gamma_process gptkb:Variance_gamma_process Brownian motion Stable process |
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:parameter |
gptkb:Lévy_triplet
|
| gptkbp:usedIn |
gptkb:probability_theory
gptkb:stochastic_process mathematical finance |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy process L t
|