All Questions

Suppose that $X_t$ is a real-valued stochastic process. Then is $X_t$ characterized by it's conditional moments? In the sence that, if $Y_t$ is another process, such that $$ \mathbb{E}\left[\int_s^T\...

Is the Fourier transform of the function $$ f(\xi) = e^{-t|\xi|^{2m}}$$ positive for $t>0$ and $m \in \mathbb{N}_0$?