Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (Q1298579): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals |
scientific article |
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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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