BabelNet

bn:00144609n

Noun Named Entity

Categories: Lévy processes, Paul Lévy (mathematician)

Lévy process Independent increment Levy-Khintchine representation Levy measure Levy process

In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. Wikipedia

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A stochastic process in probability theory Wikidata

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Markov process

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Wiener process

Wikipedia

Lévy process

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Lévy process

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Independent increment, Levy-Khintchine representation, Levy measure, Levy process, Levy processes, Levy stable process, Lévy-Itō decomposition, Lévy-Khintchine representation, Lévy measure, Lévy measures, Lévy processes, Lévy–Itō decomposition, Lévy–Khintchine representation, Process with independent increments

Wikidata Alias

Levy process