spectrally positive Lévy process
GPTKB entity
Statements (24)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:characterizedBy |
Lévy measure supported on (0,∞)
|
| gptkbp:definedIn |
gptkb:Lévy-Khintchine_formula
|
| gptkbp:example |
gptkb:Brownian_motion_with_drift
compound Poisson process with positive jumps stable process with positive jumps |
| gptkbp:hasNo |
negative jumps
|
| gptkbp:hasProperty |
independent increments
no negative jumps stationary increments càdlàg paths may have positive jumps |
| gptkbp:hasSpecialCase |
gptkb:stochastic_process
|
| gptkbp:heldBy |
possibly a Brownian component
possibly a drift component |
| https://www.w3.org/2000/01/rdf-schema#label |
spectrally positive Lévy process
|
| gptkbp:opposedBy |
gptkb:spectrally_negative_Lévy_process
|
| gptkbp:usedIn |
gptkb:probability_theory
gptkb:stochastic_process mathematical finance queueing theory risk theory |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|