Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
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Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths (scientific article; zbMATH DE number 7953391)
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths (scientific article; zbMATH DE number 7953391)
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Cites work
- \(q\)-Gaussian processes: Non-commutative and classical aspects
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- A few remarks on orthogonal polynomials
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- Polynomial processes and their applications to mathematical finance
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- Stationary Markov Processes With Continuous Paths
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- The bi-Poisson process: A quadratic harness
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