Accession Number:

AD0750007

Title:

A Note on Homogeneous Processes with Independent Increments

Descriptive Note:

Corporate Author:

OHIO STATE UNIV COLUMBUS DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-06-01

Pagination or Media Count:

10.0

Abstract:

A class of stochastic processes, Xt is characterized based in the property that the conditional mean and variance of Xt, given Xt sub 1 y, for some 0 t t sub 1, are linear functions of y. Two particular cases resulting in Wiener and Poisson processes are discussed. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE