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

DOI10.1007/BF02212886MaRDI QIDQ1890744zbMATH OpenFDO

Authors Yanyan Li

Publication date 23 May 1995

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

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)

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• Time-space harmonic polynomials for continuous-time processes and an extension
• scientific article; zbMATH DE number 3986307 (Why is no real title available?)
• 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
• A new family of time-space harmonic polynomials with respect to Lévy processes

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