Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths

Author:

Szabłowski Paweł J.1

Affiliation:

1. Department of Mathematics and Information Sciences, Warsaw University of Technology, Warsaw, Poland

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Reference32 articles.

1. M. Abramowitz and I.A. Stegun, eds., Handbook of Mathematical Functions, with Formulas, Graphs, and Mathematical Tables, Dover Publications, Inc., New York, 1966. +1046 pp. MR0208797.

2. G. Alexits Convergence Problems of Orthogonal Series . Translated from the German by I. Földer. International Series of Monographs in Pure and Applied Mathematics Vol. 20 Pergamon Press New York-Oxford-Paris 1961. ix+350 pp. MR0218827.

3. q -Gaussian Processes: Non-commutative and Classical Aspects

4. Conditional moments of q-Meixner processes

5. BI-POISSON PROCESS

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