Time-space polynomial martingales generated by a discrete-time martingale

DOI10.1007/BF02212886zbMATH Open0816.60041MaRDI QIDQ1890744FDOQ1890744

Authors: Yanyan Li 

Publication date: 23 May 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

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zbMATH Keywords

Hermite polynomialsdiscrete-parameter Markov processesdiscrete-parameter martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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Cited In (7)

• Time-space harmonic polynomials relative to a Lévy process
• A family of martingales generated by a process with independent increments
• Umbral Calculus, Martingales, and Associated Polynomials
• Markov processes, polynomial martingales and orthogonal polynomials
• Time-space harmonic polynomials for continuous-time processes and an extension
• A new family of time-space harmonic polynomials with respect to Lévy processes
• Title not available (Why is that?)

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