Study of the Degenerate Brownian Motion
In this paper we present a general mathematical construction that allows us to define a parametric class of non-Gaussian processes, namely degenerate Brownian motion (dBm). This class, is made up of self-similar with stationary increments processes and depends on three real parameters alpha in (0, 2), lambda < 0 and beta > 0. For this purpose, we write down explicitly all the finite dimensional probability density functions and we provide different new properties associated with the dBm characterizations.
In this paper we present a general mathematical construction that allows us to define a parametric class of non-Gaussian processes, namely degenerate Brownian motion (dBm). This class, is made up…
The goal of this paper is to present new results on generalized polynomial sequence known as degenerate Lévy-Meixner Appell polynomials associated with the infinite-dimensional degenerate Lévy-…