ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES

DOI10.1142/S0219025703001031zbMath1048.60037arXivmath/0204087MaRDI QIDQ3043491

Eugene W. Lytvynov

Publication date: 6 August 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204087

zbMATH Keywords

Lévy process; gamma process; Meixner process; Pascal process; Chaotic representation property

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H40: White noise theory

60G57: Random measures

33C90: Applications of hypergeometric functions

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THE SQUARE OF WHITE NOISE AS A JACOBI FIELD, Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization, A model of the term structure of interest rates based on Lévy fields, The heat equation with time-independent multiplicative stable Lévy noise, Lévy white noise calculus based on interaction exponents, AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE

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