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gptkbp:instanceOf
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gptkb:stochastic_process
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gptkbp:canBe
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gptkb:compound_Poisson_process
pure jump process
continuous process
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gptkbp:characterizedBy
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gptkb:Lévy–Khintchine_formula
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gptkbp:distributedBy
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infinitely divisible distribution
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gptkbp:generalizes
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random walk
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gptkbp:hasApplication
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gptkb:signal_processing
option pricing
queueing theory
insurance mathematics
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gptkbp:hasComponent
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drift term
Brownian component
jump component
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gptkbp:hasGenerator
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infinitesimal generator
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gptkbp:hasIncrementDistribution
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independent
stationary
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gptkbp:hasProperty
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independent increments
stationary increments
stochastic continuity
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gptkbp:hasSpecialCase
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gptkb:Poisson_process
gptkb:Cauchy_process
gptkb:Gamma_process
gptkb:Variance_gamma_process
Brownian motion
Stable process
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https://www.w3.org/2000/01/rdf-schema#label
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Lévy process L t
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gptkbp:namedAfter
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gptkb:Paul_Lévy
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gptkbp:parameter
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gptkb:Lévy_triplet
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gptkbp:usedIn
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gptkb:probability_theory
gptkb:stochastic_process
mathematical finance
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gptkbp:bfsParent
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gptkb:Ornstein–Uhlenbeck_process_driven_by_Lévy_noise
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gptkbp:bfsLayer
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5
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