For which functions are π(π_{π‘})-πΌπ(π_{π₯}) and π(π_{π₯})/πΌπ(π_{π₯}) martingales? (Q5018758)
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scientific article; zbMATH DE number 7450425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | For which functions are π(π_{π‘})-πΌπ(π_{π₯}) and π(π_{π₯})/πΌπ(π_{π₯}) martingales? |
scientific article; zbMATH DE number 7450425 |
Statements
For which functions are π(π_{π‘})-πΌπ(π_{π₯}) and π(π_{π₯})/πΌπ(π_{π₯}) martingales? (English)
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22 December 2021
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LΓ©vy process
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Brownian motion
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martingale
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polynomial process
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convolution equation
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Choquet-Deny theorem
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Cauchy functional equation
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harmonic polynomial
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