Some Classes of Orthogonal Polynomials Associated with Martingales

DOI10.2307/2045702zbMath0615.60050OpenAlexW4254086570MaRDI QIDQ4722944

Philip Feinsilver

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2045702

zbMATH Keywords

Hermite polynomialsMeixner polynomialsstationary independent increments processes

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Stochastic integrals (60H05) Martingales and classical analysis (60G46)

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Cites Work

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• Multiple integrals of a homogeneous process with independent increments
• Operator calculus
• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]
• Hitting and martingale characterizations of one-dimensional diffusions

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