Explore: Levy Processes

deterministic) Lévy processes have discontinuous paths. All Lévy processes are additive processes. A Lévy process is a stochastic process X = { X t : t

Markov processes, Lévy processes, Gaussian processes, random fields, renewal processes, and branching processes. The study of stochastic processes uses

functions. Lévy processes, Lévy flights, Lévy measures, Lévy's constant, the Lévy distribution, the Lévy area, the Lévy arcsine law, and the fractal Lévy C curve

theorem, enabling many processes to be modeled using Lévy flights. The probability densities for particles undergoing a Levy flight can be modeled using

continuous-time stochastic process discovered by Norbert Wiener. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent

the stochastic processes that by definition possess independent increments are the Wiener process, all Lévy processes, all additive process and the Poisson

In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random

interpreted as the Bernoulli process. This could be generalized to include continuous time Lévy processes, and many Lévy processes can be seen as limits of

3) Böttcher, Björn; Schilling, René; Wang, Jian (2013). Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties

measure, a term used in the study of Lévy processes, but some choose to use the two terms for Poisson points processes defined on two different underlying