Characterizations of Some Processes By Properties Of Conditional Moments

DOI10.1515/DEMA-1989-0223MaRDI QIDQ3472932zbMATH OpenOpenAlexFDO

Authors Jacek Wesołowski

Publication date 1989

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1515/dema-1989-0223

zbMATH Keywords

Wiener type processconditional moment characterizationgamma type processlinear conditional expectations

Mathematics Subject Classification ID

Stochastic processes (60G99)

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• On a class of free Lévy laws related to a regression problem
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• Can the first two conditional moments identify a mean square differentiable process?
• Independent increment processes: a multilinearity preserving property

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