Editing Stochastic process (section)

====Lévy processes====
Lévy processes such as the Wiener process and the Poisson process (on the real line) are named after Paul Lévy who started studying them in the 1930s,<ref name="Applebaum2004page1336"/> but they have connections to [[infinitely divisible distribution]]s going back to the 1920s.<ref name="Bertoin1998pageVIII"/> In a 1932 paper, Kolmogorov derived a [[Characteristic function (probability theory)|characteristic function]] for random variables associated with Lévy processes. This result was later derived under more general conditions by Lévy in 1934, and then Khinchin independently gave an alternative form for this characteristic function in 1937.<ref name="Cramer1976"/><ref name="ApplebaumBook2004page67">{{cite book|author=David Applebaum|title=Lévy Processes and Stochastic Calculus|url=https://books.google.com/books?id=q7eDUjdJxIkC|year=2004|publisher=Cambridge University Press|isbn=978-0-521-83263-2|page=67}}</ref> In addition to Lévy, Khinchin and Kolomogrov, early fundamental contributions to the theory of Lévy processes were made by [[Bruno de Finetti]] and [[Kiyosi Itô]].<ref name="Bertoin1998pageVIII"/>