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Lévy Processes

Stochastic Modeling and Environmental Change

  1. Robert L. Wolpert

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.val010

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Wolpert, R. L. 2006. Lévy Processes. Encyclopedia of Environmetrics. 3.

Author Information

  1. Duke University, NC, USA

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Lévy processes are random processes on Euclidean space that are stochastically continuous and have stationary independent increments. They, and their stochastic integrals, have become useful tools in a variety of nonparametric statistical and environmetric applications including density estimation, survival analysis, regression, and spatial modeling.