A Lévy process is a stochastic process 
taking values in Euclidean
space 
,
with 
almost
surely, stationary independent increments, and stochastic
continuity. Thus, for 
,
the statistical distribution of 
depends only on 
, and increments over disjoint
time intervals are independent
random variables.
Every Lévy process is determined in law by the infinitely divisible distribution of 
. Standard Brownian motion
and the Poisson process are basic examples, respectively
having continuous paths and jump paths.
