Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:characterizedBy |
gptkb:Lévy-Khintchine_formula
|
| gptkbp:hasModel |
jump processes
skewed distributions |
| gptkbp:hasProperty |
asymmetry
independent increments stationary increments stochastic continuity |
| https://www.w3.org/2000/01/rdf-schema#label |
asymmetric Lévy process
|
| gptkbp:relatedTo |
gptkb:Poisson_process
gptkb:symmetric_Lévy_process Brownian motion |
| gptkbp:subclassOf |
gptkb:stochastic_process
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance |
| gptkbp:bfsParent |
gptkb:Lévy_processes
|
| gptkbp:bfsLayer |
6
|