Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
gptkb:stochastic_process |
| gptkbp:canBe |
gptkb:Poisson_process
gptkb:compound_Poisson_process Brownian motion stable process |
| gptkbp:characterizedBy |
gptkb:Lévy-Khintchine_formula
|
| gptkbp:dimensions |
greater than 1
|
| gptkbp:field |
gptkb:probability_theory
stochastic analysis |
| gptkbp:generalizes |
gptkb:stochastic_process
|
| gptkbp:hasComponent |
independent increments
stationary increments càdlàg paths |
| https://www.w3.org/2000/01/rdf-schema#label |
multivariate Lévy process
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:parameter |
covariance matrix
Lévy measure drift vector |
| gptkbp:relatedTo |
Markov chain
infinitely divisible distributions |
| gptkbp:usedIn |
finance
physics insurance mathematics |
| gptkbp:bfsParent |
gptkb:Lévy_processes
|
| gptkbp:bfsLayer |
6
|