ConceptLévy Process / Lévy稳定过程 / 稳定过程

Lévy Process

A class of stochastic processes with independent and stationary increments, where the increments follow a stable distribution. Lévy processes are used to model heavy-tailed distributions and jump processes.

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Oct 16

A Lévy process is a class of stochastic processes with independent stationary increments; Brownian motion is a special case, and the compound Poisson process is the simplest jump-type Lévy process.

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A Lévy process is a class of stochastic processes with independent stationary increments; Brownian motion is a special case, and the compound Poisson process is the simplest jump-type Lévy process.

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Source Articles

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