 ##  [Lévy Process](/levy-process) 

  ##  [Lévy Process](https://mathlogic.quantumdictionary.io/levy-process-0) 

  
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- Natural &amp; Formal Sciences -

**Mathematics &amp; Logic Dictionary**

 
Definition

A stochastic process with stationary, independent increments and càdlàg (right-continuous with left limits) paths; it generalizes Brownian motion by permitting discontinuous jumps and is characterized by an infinitely divisible increment distribution and a Lévy triplet specifying drift, Gaussian component, and jump measure.