2 problems

A quadratic harness is a stochastic process whose parameters include $\chi=1$ and additional remaining parameters as described in the surrounding classification. Bryc–Wesołowski co…

Let $(X_t)_{t\in(1-\delta,1+\delta)}$ be a quadratic harness on $(1-\delta,1+\delta)$ for some $\delta>0$, with parameters $(\eta,\theta,\sigma,\tau,\gamma)$. For a fixed $t$ in th…