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
Descriptors:
Subject Categories:
- Statistics and Probability