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An alternative generalization of Brownian movement gives the stable technique presented by Levy

A stochastic system is a Levy procedure beginning at zero if it satisfies,

1 (i) Increments X(T + H) – X(T) are stationary.

2 (ii) X has Independent additions.

3 (iii) X has stationary increments that is, for all 0 ≤ S < T, coincides with the law the law XT−S.

4 (iv) X is stochastically continuous, that is,

Levy manner able to choose a completely unique change whose paths are right non-stop and with left limits. This by using the Brownian motion. Obviously, condition (iii) and (iv) strongly restrict the possible regulation of the technique X and its circle of relatives of finite dimensions distributions. A Levy Process X is determined through using the regulation of XT, however this regulation cannot be arbitrary. It must be infinitely Processes with stationary independent increments called Levy processes.

Levy processes and Hausdorff measure pertinent for all the three techniques are,

(i). presumptions of the EOQ; (ii) Inventory Control in Instantaneous demand Method under development of the stock; (iii) Exemplary EOQ in Inventory. It is depending on the outer measure. This is obtained from Brownian path. Hence it is known as Fractals.