Conditional moments of q-Meixner processes

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We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Levy processes.
LaTeX, 24 pages. Corrections to published version affect formulas in Theorem 4.2

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Probability, Operator Algebras, Quantum Algebra, 60J25

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http://salesiana.dossiersoluciones.com/handle/123456789/70311

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0403016
 http://arxiv.org/abs/math/0403016
 Probab. Theory Rel. Fields 131, 415-441 (2005)
 doi:10.1007/s00440-004-0379-2

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arXiv