Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process

DOI10.1016/j.cam.2005.04.014zbMath1085.60051MaRDI QIDQ2571234

Wim Schoutens, Pauline Barrieu

Publication date: 1 November 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.04.014

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60J45: Probabilistic potential theory

60J35: Transition functions, generators and resolvents

Related Items

Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets, Time-space harmonic polynomials relative to a Lévy process, Infinitesimal generators for a class of polynomial processes

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