query: Is $W_{t}^{2}$ a Markov process?
positive_passages.docid: 26719
positive_passages.text: Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
negative_passages.docid: 85237
negative_passages.text: Markov Chain - method of generating function -to find nth power
negative_passages.docid: 154484
negative_passages.text: Gram-Schmidt Process for Polynomials
negative_passages.docid: 8916
negative_passages.text: Is the distribution of an Ito diffusion at time t absolutely continuous wrt Lebesgue measure?
negative_passages.docid: 146005
negative_passages.text: pdf of a member of a sequence of dependent random variables
negative_passages.docid: 101992
negative_passages.text: Solving the Kolmogorov forward equation for transition probabilities
negative_passages.docid: 42366
negative_passages.text: Prove $\mathbb{P}(\sup_{t \geq 0} M_t > x \mid \mathcal{F}_0)= 1 \wedge \frac{M_0}{x}$ for a martingale $(M_t)_{t \geq 0}$
negative_passages.docid: 74352
negative_passages.text: A weak version of Markov-Kakutani fixed point theorem
negative_passages.docid: 98067
negative_passages.text: A generalization of the Law of Iterated Expectations
negative_passages.docid: 49411
negative_passages.text: Independent increments in squared brownian motion
negative_passages.docid: 95571
negative_passages.text: Integral of a Gaussian process
negative_passages.docid: 73439
negative_passages.text: show that the solution is a local martingale iff it has zero drift
negative_passages.docid: 149406
negative_passages.text: Reversible and Quasi-static processes
negative_passages.docid: 6870
negative_passages.text: MCMC on a bounded parameter space?
negative_passages.docid: 103975
negative_passages.text: Markov property question
negative_passages.docid: 137099
negative_passages.text: Lebesgue measure of the set of zeroes of Brownian motion
negative_passages.docid: 99090
negative_passages.text: Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$