Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
gptkb:stochastic_process |
| gptkbp:describedBy |
Bochner's subordination
|
| gptkbp:generalizes |
gptkb:stochastic_process
|
| gptkbp:hasModel |
financial time series
jump processes stochastic volatility |
| gptkbp:hasPart |
gptkb:stochastic_process
random time change |
| gptkbp:hasProperty |
non-stationary increments
independent increments (if time change is independent) |
| https://www.w3.org/2000/01/rdf-schema#label |
time-changed Lévy process
|
| gptkbp:relatedTo |
gptkb:Poisson_process
Brownian motion subordinator |
| gptkbp:studiedBy |
gptkb:Marc_Yor
gptkb:Peter_Carr Dilip Madan |
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance stochastic modeling |
| gptkbp:bfsParent |
gptkb:Lévy_processes
|
| gptkbp:bfsLayer |
6
|