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About:
Additive process
An Entity of Type:
Thing
,
from Named Graph:
http://dbpedia.org
,
within Data Space:
dbpedia.org
Càdlàg, continuous in probability stochastic process with independent increments
Property
Value
dbo:
description
processo stocastico cadlag, continuo in probabilità con incrementi indipendenti
(it)
càdlàg, continuous in probability stochastic process with independent increments
(en)
dbo:
wikiPageWikiLink
dbr
:Lévy_process
dbr
:Normal-inverse_Gaussian_distribution
dbr
:Martingale_(probability_theory)
dbr
:Put_option
dbr
:Ziggurat_algorithm
dbc
:Stochastic_processes
dbr
:Cumulative_distribution_function
dbr
:Laplace_transform
dbr
:Skewness
dbr
:Fast_Fourier_transform
dbr
:Probability_theory
dbr
:Brownian_motion
dbr
:Stochastic_process
dbr
:Semimartingale
dbr
:Characteristic_function
dbr
:Paul_Lévy_(mathematician)
dbr
:Dagum_distribution
dbr
:Volatility_(finance)
dbr
:Implied_volatility
dbr
:Subordinator_(mathematics)
dbr
:Volatility_smile
dbr
:Call_option
dbr
:Variance_gamma_process
dbr
:Kurtosis
dbc
:Probability_theory
dbr
:Digital_image_processing
dbr
:Logistic_distribution
dbr
:Variance-gamma_distribution
dbr
:Continuous_stochastic_process
dbr
:Independent_increments
dbr
:Self-similar_process
dbr
:Quantitative_finance
dbr
:S&P_500_Index
dbr
:Generalized_logistic_distribution
dbr
:Cadlag
dbr
:Infinitely_divisible_distribution
dbp:
date
August 2023
(en)
dbp:
reason
This seems quite wrong. It is only pairwise independence. Actually, we need mutual independent for any finite number of disjoint intervals. This is well-described in the Wikipedia article on Levy processes.
(en)
dbp:
wikiPageUsesTemplate
dbt
:Cite_book
dbt
:Reflist
dbt
:Cite_journal
dbt
:Sfn
dbt
:Stochastic_processes
dbt
:What
dbt
:Short_description
dct:
subject
dbc
:Stochastic_processes
dbc
:Probability_theory
rdfs:
label
Additive process
(en)
Processo additivo (matematica)
(it)
owl:
sameAs
wikidata
:Additive process
dbpedia-it
:Additive process
dbpedia-global
:Additive process
prov:
wasDerivedFrom
wikipedia-en
:Additive_process?oldid=1296239387&ns=0
foaf:
isPrimaryTopicOf
wikipedia-en
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is
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