spectrally negative Lévy process
GPTKB entity
Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:characterizedBy |
Laplace exponent
|
| gptkbp:hasApplication |
risk theory
ruin theory fluctuation theory optimal stopping problems |
| gptkbp:hasProperty |
càdlàg paths
may have Gaussian component may have drift component may have negative jumps no positive jumps stationary independent increments |
| gptkbp:hasSpecialCase |
gptkb:compound_Poisson_process
gptkb:Cramér–Lundberg_process Brownian motion |
| https://www.w3.org/2000/01/rdf-schema#label |
spectrally negative Lévy process
|
| gptkbp:subspecies |
gptkb:stochastic_process
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance queueing theory |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|