Infinitesimal generators of \(q\)-Meixner processes

DOI10.1016/j.spa.2013.09.013zbMath1300.60091MaRDI QIDQ2434506

Jacek Wesołowski, Wlodzimierz Bryc

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.09.013

zbMATH Keywords

infinitesimal generators; harnesses; quadratic conditional variances; polynomial processes

Mathematics Subject Classification ID

60J35: Transition functions, generators and resolvents

Related Items

On integration with respect to the \(q\)-Brownian motion, Asymmetric simple exclusion process with open boundaries and quadratic harnesses, Noncommutative probability of type D, Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise, Infinitesimal generators for a class of polynomial processes

Cites Work

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