Statements (73)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:characterizedBy |
gptkb:Lévy–Khintchine_formula
|
| gptkbp:generalizes |
gptkb:Poisson_process
Brownian motion |
| gptkbp:hasApplication |
gptkb:signal_processing
option pricing queueing theory insurance mathematics |
| gptkbp:hasComponent |
diffusion term
drift term jump term |
| gptkbp:hasProperty |
independent increments
stationary increments stochastic continuity |
| gptkbp:hasType |
gptkb:compound_Poisson_process
gptkb:CGMY_process gptkb:Lévy_flight gptkb:Meixner_process gptkb:gamma_process gptkb:hyperbolic_process gptkb:normal_inverse_Gaussian_process gptkb:spectrally_negative_Lévy_process gptkb:spectrally_positive_Lévy_process gptkb:symmetric_Lévy_process gptkb:variance_gamma_process gptkb:Cauchy_process gptkb:Lévy_sheet gptkb:Lévy_walk gptkb:Merton_jump-diffusion_process gptkb:Ornstein–Uhlenbeck_process_(with_jumps) gptkb:asymmetric_Lévy_process gptkb:multivariate_Lévy_process gptkb:time-changed_Lévy_process pure jump process Kou process stable process subordinator tempered stable process Lévy process with finite mean Lévy process with finite variance Lévy process with infinite mean Lévy process with infinite variance Lévy process with jumps of bounded support Lévy process with jumps of bounded variation Lévy process with jumps of finite activity Lévy process with jumps of finite energy Lévy process with jumps of finite entropy Lévy process with jumps of finite intensity Lévy process with jumps of finite range Lévy process with jumps of finite variation Lévy process with jumps of infinite activity Lévy process with jumps of infinite energy Lévy process with jumps of infinite entropy Lévy process with jumps of infinite intensity Lévy process with jumps of infinite range Lévy process with jumps of infinite variation Lévy process with jumps of unbounded support Lévy process with jumps of unbounded variation compound process finite activity process finite variation process infinite activity process infinite variation process subordinated Brownian motion |
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy processes
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:relatedTo |
infinitely divisible distributions
|
| gptkbp:studiedBy |
gptkb:Paul_Lévy
|
| gptkbp:usedIn |
gptkb:probability_theory
finance physics |
| gptkbp:bfsParent |
gptkb:Lévy–Khintchine_formula
|
| gptkbp:bfsLayer |
5
|