Bi-Poisson process

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We study a two parameter family of processes with linear regressions and linear conditional variances. We give conditions for the unique solution of this problem, and point out the connection between the resulting Markov processes and the generalized convolutions introduced by Bożejko and Speicher.
12 pages, 2 figures

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Probability, 60J25

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http://salesiana.dossiersoluciones.com/handle/123456789/131690

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0404241
 http://arxiv.org/abs/math/0404241
 Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 10, No. 2 (2007) 277-291
 doi:10.1142/S0219025707002737

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arXiv