Finitely polynomially determined Lévy processes

DOI10.1214/EJP.V6-80MaRDI QIDQ5936788zbMATH OpenFDO

Authors Arindam Sengupta, Anish Sarkar

Publication date 1 August 2001

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/121421, http://www.emis.de/journals/EJP-ECP/EjpVol6/paper7.abs.html

zbMATH Keywords

additive processKolmogorov measureLévy measureLévy processLévy's characterization

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51)

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Cited in

(11)

• Time-space harmonic polynomials relative to a Lévy process
• On the orthogonal polynomials associated with a Lévy process
• Finiteness of integrals of functions of Lévy processes
• Infinitesimal generators for a class of polynomial processes
• A new family of time-space harmonic polynomials with respect to Lévy processes
• Finite variation of fractional Lévy processes
• Lévy processes, polynomials and martingales
• scientific article; zbMATH DE number 2051032 (Why is no real title available?)
• Normal martingales and polynomial families
• Time-space harmonic polynomials for continuous-time processes and an extension
• Markov processes, time-space harmonic functions and polynomials

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