A new family of time-space harmonic polynomials with respect to Lévy processes

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

zbMATH Keywords

umbral calculusLévy processcumulantLévy-Sheffer polynomialtime-space harmonic polynomial

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Umbral calculus (05A40)

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