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mathematical technique > probability theory > stochastic process > Lévy process

mathematical technique > mathematical model > stochastic process > Lévy process

Lévy 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. A Lévy process may thus be viewed as the continuous-time analog of a random walk. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/L%C3%A9vy_process)

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