## Conditional moments of q-Meixner processes (2004)

by
Jacek Weso̷lowski

Citations: | 9 - 5 self |

### BibTeX

@TECHREPORT{Weso̷lowski04conditionalmoments,

author = {Jacek Weso̷lowski},

title = {Conditional moments of q-Meixner processes},

institution = {},

year = {2004}

}

### OpenURL

### Abstract

Abstract. We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Lévy processes. 1.