Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
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Publication:2571234
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
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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