Markov processes, time-space harmonic functions and polynomials

DOI10.1016/J.SPL.2008.06.025MaRDI QIDQ958955zbMATH OpenOpenAlexFDO

Authors Arindam Sengupta

Publication date 10 December 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.06.025

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• Time-space harmonic polynomials for continuous-time processes and an extension
• Finitely polynomially determined Lévy processes
• Towards a characterization of Markov processes enjoying the time-inversion property
• scientific article; zbMATH DE number 1839872
• Some new examples of Markov processes which enjoy the time-inversion property

Cites work

• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• Moment problems and polynomial approximation
• Sur les fonctionnelles exponentielles de certains processus de lévy
• Time-space harmonic polynomials for continuous-time processes and an extension

Cited in

(8)

• Coupling and harmonic functions in the case of continuous time Markov processes
• Markov processes and some PCF quadratic polynomials
• Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
• Infinitesimal generators for a class of polynomial processes
• A new family of time-space harmonic polynomials with respect to Lévy processes
• scientific article; zbMATH DE number 2051032 (Why is no real title available?)
• On a representation of time space-harmonic polynomials via symbolic L\'evy processes
• Time-space harmonic polynomials for continuous-time processes and an extension

This page was built for publication: Markov processes, time-space harmonic functions and polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q958955)