In the above, formula_30 is the indicator function. Because characteristic functions uniquely determine their underlying probability distributions, each Lévy process is uniquely determined by the "Lévy–Khintchine triplet" formula_31. The terms of this triplet suggest that a Lévy process can be seen as having three independent components: a linear drift, a Brownian motion, and a Lévy jump process, as described below. This immediately gives that the only (nondeterministic) continuous Lévy process is a Brownian motion with drift; similarly, every Lévy process is a semimartingale.