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