On the orthogonal polynomials associated with a Lévy process
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Publication:2482287
DOI10.1214/07-AOP343zbMath1149.60028arXiv0804.2585OpenAlexW2006284694MaRDI QIDQ2482287
Frederic Utzet, Josep Lluís Solé
Publication date: 16 April 2008
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.2585
Processes with independent increments; Lévy processes (60G51) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
Related Items (6)
Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Product and moment formulas for iterated stochastic integrals (associated with Lévy processes) ⋮ Permutation invariant functionals of Lévy processes ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ Time-space harmonic polynomials relative to a Lévy process
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- Orthogonal functionals of independent-increment processes
- Appell polynomials and their relatives
- Some Classes of Orthogonal Polynomials Associated with Martingales
- A Note on Entire Solutions of the Eiconal Equation
- Finitely polynomially determined Lévy processes
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