Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:firstDescribed |
gptkb:Bachelier
|
| gptkbp:hasIncrementDistribution |
gptkb:gamma_distribution
|
| gptkbp:hasIndependentIncrements |
true
|
| gptkbp:hasNonDecreasingPaths |
true
|
| gptkbp:hasStationaryIncrements |
true
|
| https://www.w3.org/2000/01/rdf-schema#label |
gamma process
|
| gptkbp:isLévyProcess |
true
|
| gptkbp:isSubordinator |
true
|
| gptkbp:parameter |
scale parameter
shape parameter |
| gptkbp:relatedTo |
gptkb:Poisson_process
Brownian motion |
| gptkbp:usedFor |
queueing theory
financial modeling insurance mathematics modeling random jumps |
| gptkbp:usedIn |
gptkb:mathematics
gptkb:probability_theory finance |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|