Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (Q1298579): Difference between revisions

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Latest revision as of 20:44, 28 May 2024

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Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals
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    Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (English)
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    24 January 2000
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    orthogonal polynomials
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    Lévy processes
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    martingales
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    stochastic integration
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    independent identically distributed random variables
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    Sheffer polynomials
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