On the continuous dual Hahn process
نویسندگان
چکیده
In this note we extend the continuous dual Hahn process constructed by Corwin and Knizel on a finite time interval to entire real line taking limit of closely related Markov process. We also characterize processes conditional means variances under bidirectional conditioning.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2021.10.009