Flows in near algebras with applications to harnesses

DOI10.4064/cm8549-1-2022OpenAlexW3215713298MaRDI QIDQ5039339

Agnieszka Zięba, Jacek Wesołowski, Wlodzimierz Bryc

Publication date: 12 October 2022

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.03082

zbMATH Keywords

stochastic processesflow equationsharnessnear algebrasquadratic harness

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Associative rings and algebras arising under various constructions (16S99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bridges of quadratic harnesses
• Stitching pairs of Lévy processes into harnesses
• Polynomial processes and their applications to mathematical finance
• Askey-Wilson polynomials, quadratic harnesses and martingales
• Conditional moments of \(q\)-Meixner processes
• Harnesses, Lévy bridges and Monsieur Jourdain
• Near algebras
• A few remarks on quadratic harnesses
• Generalized stationary random fields with linear regressions - an operator approach
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• Random variables with unsymmetrical linear regressions
• Two-parameter harnesses and the Wiener process
• On near-algebras of mappings on Banach spaces
• Near-algebras and gamma near-algebras

This page was built for publication: Flows in near algebras with applications to harnesses