Statements (20)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:stochastic_process
|
gptkbp:characteristic |
exp(-tψ(ξ)) with ψ(ξ) real and even
|
gptkbp:distribution |
symmetric infinitely divisible distribution
|
gptkbp:example |
Brownian motion
symmetric compound Poisson process symmetric stable process |
gptkbp:hasLévyMeasure |
symmetric measure on ℝ\\{0}
|
gptkbp:hasMean |
zero (if finite)
|
gptkbp:hasProperty |
gptkb:symmetry
independent increments stationary increments stochastic continuity |
gptkbp:hasSpecialCase |
gptkb:stochastic_process
|
https://www.w3.org/2000/01/rdf-schema#label |
symmetric Lévy process
|
gptkbp:namedAfter |
gptkb:Paul_Lévy
|
gptkbp:usedIn |
gptkb:probability_theory
finance physics |
gptkbp:bfsParent |
gptkb:stochastic_process
|
gptkbp:bfsLayer |
4
|