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An additive process, in probability theory, is a cadlag, continuous in probability stochastic process with independent increments. An additive process is the generalization of a Lévy process (a Lévy process is an additive process with stationary increments). An example of an additive process that is not a Lévy process is a Brownian motion with a…
Applications, Subclass of additive process & Simulation
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additive process lévy displaystyle processes gamma doi increments characteristic function 10 finance market geq mathbb nu s2cid normal sato simulation
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Additive process | is a | generalization of a Lévy process | 0.90 | text |
| Additive process | is a | generalization of a Lévy process obtained relaxing the hypothesis of stationary increments | 0.90 | text |
| Additive process | is a | martingale.Additive Normal Tempered Stable ProcessExtension of the Lévy normal tempered stable processes | 0.90 | text |
| Additive process | is a | martingale.Additive SubordinatorA positive non decreasing additive process | 0.90 | text |
| Additive process | is a | martingale | 0.90 | text |
| Additive process | related to Additive Logistic Process | Family | 0.60 | section |
| Additive process | related to Additive Logistic Process | Their | 0.60 | section |
| Additive process | related to Additive Logistic Process | Two | 0.60 | section |
| Additive process | related to Additive Logistic Process | Dagum | 0.60 | section |
| Additive process | related to Additive Subordinator | An | 0.60 | section |
| Additive process | related to Additive Subordinator | Laplace | 0.60 | section |
| Additive process | related to Additive Subordinator | It | 0.60 | section |
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