L. Bel, G. Oppenheim, L. Robbiano, M. C. Viano, "Linear distribution processes", International Journal of Stochastic Analysis, vol. 11, Article ID 823585, 16 pages, 1998. https://doi.org/10.1155/S1048953398000045
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.
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