Multiple integrals of a homogeneous process with independent increments

DOI10.1214/AOP/1176994427MaRDI QIDQ1151196zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994427

zbMATH Keywords

Poisson random measurehomogeneous process

Mathematics Subject Classification ID

Markov processes (60J99) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited in

(2)

• Some Classes of Orthogonal Polynomials Associated with Martingales
• On the orthogonal polynomials associated with a Lévy process

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