Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:application |
mathematical finance
branching processes |
| gptkbp:characterizedBy |
gptkb:Lamperti_transformation
|
| gptkbp:describedBy |
gptkb:Lamperti,_J._(1962)._Semi-stable_stochastic_processes._Transactions_of_the_American_Mathematical_Society,_104(1),_62-78.
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lamperti process
|
| gptkbp:introducedIn |
1962
|
| gptkbp:namedAfter |
gptkb:John_Lamperti
|
| gptkbp:relatedTo |
Markov chain
self-similar process |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|