symmetric Lévy process

GPTKB entity

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