Linear distribution processes
In this paper, we propose a generalization of continuous-time processed defined by , to the case of being a distribution. We give a necessary and sufficient condition for , such that the obtained process is a second order distribution process. We study the moments and the regularity of these processes. In addition, we investigate a generalization to processes with stationary increments.
Copyright © 1998 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.