Lesson plan
Additive process
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 time-dependent drift. The additive process was introduced by Paul Lévy in 1937. There are applications of the additive process in quantitative finance (this family of processes can capture important features of the implied volatility) and in digital image processing.
Article summary
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 time-dependent drift. The additive process was introduced by Paul Lévy in 1937. There are applications of the additive process in quantitative finance (this family of processes can capture important features of the implied volatility) and in digital image processing.
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Discussion questions
- Summarise the article in your own words. Which single claim would you verify first, and why?
- Which claim in this article is most likely to be revised as the sources update? How would you check its current status?
- If two sources disagreed about one of these facts, what would you need in order to trust one over the other?
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