Bi-Poisson process

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dc.creatorBryc, Wlodzimierz
dc.creatorWesolowski, Jacek
dc.date2004-04-13
dc.date.accessioned2026-07-07T08:09:56Z
dc.date.available2026-07-07T08:09:56Z
dc.descriptionWe 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.
dc.description12 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0404241
dc.identifierhttp://arxiv.org/abs/math/0404241
dc.identifierInfinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 10, No. 2 (2007) 277-291
dc.identifierdoi:10.1142/S0219025707002737
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131690
dc.subjectProbability
dc.subject60J25
dc.titleBi-Poisson process
dc.typetext

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