A new family of time-space harmonic polynomials with respect to Lévy processes
From MaRDI portal
Publication:380402
DOI10.1007/s10231-012-0252-3zbMath1278.60081arXiv1108.0788OpenAlexW2169623774MaRDI QIDQ380402
Elvira di Nardo, Immacolata Oliva
Publication date: 13 November 2013
Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.0788
Related Items
Infinitesimal generators for a class of polynomial processes, Natural statistics for spectral samples, On photon statistics parametrized by a non-central Wishart random matrix
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A symbolic handling of Sheffer polynomials
- Cumulants and convolutions via Abel polynomials
- An umbral setting for cumulants and factorial moments
- Markov processes, time-space harmonic functions and polynomials
- A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations
- Time-space harmonic polynomials relative to a Lévy process
- On the computation of classical, Boolean and free cumulants
- Exponential families of stochastic processes
- Stochastic processes and orthogonal polynomials
- Time-space polynomial martingales generated by a discrete-time martingale
- The Classical Umbral Calculus
- Lévy processes, polynomials and martingales
- Time-space harmonic polynomials for continuous-time processes and an extension