|
gptkbp:instanceOf
|
gptkb:stochastic_process
|
|
gptkbp:alternativeName
|
Lévy_process
Stochastic_process
stochastic_calculus
stochastic_differential_equation
|
|
gptkbp:characterizedBy
|
gptkb:Lévy_triplet
|
|
gptkbp:describedBy
|
gptkb:Lévy–Khintchine_formula
|
|
gptkbp:distributedBy
|
infinitely divisible distribution
|
|
gptkbp:generalizes
|
gptkb:Poisson_process
gptkb:compound_Poisson_process
gptkb:gamma_process
Brownian motion
stable process
subordinator
|
|
gptkbp:hasComponent
|
diffusion term
drift term
jump term
|
|
gptkbp:hasProperty
|
independent increments
stationary increments
stochastic continuity
|
|
gptkbp:hasSamplePaths
|
càdlàg
|
|
gptkbp:hasSpecialCase
|
gptkb:Poisson_process
gptkb:compound_Poisson_process
gptkb:CGMY_process
gptkb:Lévy_flight
gptkb:Lamperti_process
gptkb:Meixner_process
gptkb:Ornstein–Uhlenbeck_process_driven_by_Lévy_noise
gptkb:gamma_process
gptkb:hyperbolic_process
gptkb:normal_inverse_Gaussian_process
gptkb:spectrally_negative_Lévy_process
gptkb:spectrally_positive_Lévy_process
gptkb:symmetric_Lévy_process
gptkb:variance_gamma_process
Brownian motion
pure jump process
Kou process
alpha-stable process
beta process
generalized hyperbolic process
inverse Gaussian process
stable subordinator
subordinator
tempered stable process
tempered stable subordinator
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
stochastic process
|
|
gptkbp:namedAfter
|
gptkb:Paul_Lévy
|
|
gptkbp:studiedIn
|
gptkb:probability_theory
|
|
gptkbp:usedIn
|
finance
mathematical biology
physics
queueing theory
|
|
gptkbp:bfsParent
|
gptkb:Wiener_process
|
|
gptkbp:bfsLayer
|
3
|