A few remarks on quadratic harnesses
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Publication:2941707
DOI10.1080/10236198.2013.864643zbMath1319.39005arXiv1207.1172OpenAlexW2094544470MaRDI QIDQ2941707
Publication date: 24 August 2015
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.1172
Martingales with continuous parameter (60G44) Additive difference equations (39A10) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Difference equations, scaling ((q)-differences) (39A13)
Related Items (5)
Flows in near algebras with applications to harnesses ⋮ On Markov processes with polynomial conditional moments ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Moments of \(q\)-normal and conditional \(q\)-normal distributions ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes
Cites Work
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- Stitching pairs of Lévy processes into harnesses
- Free quadratic harness
- Askey-Wilson polynomials, quadratic harnesses and martingales
- The classical moment problem as a self-adjoint finite difference operator
- Conditional moments of \(q\)-Meixner processes
- The bi-Poisson process: A quadratic harness
- Hypergeometric Orthogonal Polynomials and Their q-Analogues
- Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
- BI-POISSON PROCESS
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