Characterizations of Some Processes By Properties Of Conditional Moments

DOI10.1515/DEMA-1989-0223zbMATH Open0696.60052OpenAlexW2783249485MaRDI QIDQ3472932FDOQ3472932

Authors: Jacek Wesołowski 

Publication date: 1989

Published in: Demonstratio Mathematica (Search for Journal in Brave)

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

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zbMATH Keywords

Wiener type processconditional moment characterizationgamma type processlinear conditional expectations

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited In (8)

• A characterization of the gamma process by conditional moments
• Stochastic processes with a particular type of variograms
• Title not available (Why is that?)
• On a class of free Lévy laws related to a regression problem
• Stationary Markov chains with linear regressions.
• Conditional moments of \(q\)-Meixner processes
• Can the first two conditional moments identify a mean square differentiable process?
• Independent increment processes: a multilinearity preserving property

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