Umbral Calculus, Martingales, and Associated Polynomials

DOI10.1081/SAP-120028600MaRDI QIDQ3158149zbMATH OpenOpenAlexFDO

Authors H. Hammouch

Publication date 20 January 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120028600

zbMATH Keywords

normal martingaleWick polynomialscross polynomials

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Quantum stochastic calculus (81S25)

Recommendations

• Normal martingales and polynomial families
• A family of martingales generated by a process with independent increments
• Lévy processes, polynomials and martingales
• Time-space polynomial martingales generated by a discrete-time martingale
• Some Classes of Orthogonal Polynomials Associated with Martingales

Cites work

• scientific article; zbMATH DE number 18205 (Why is no real title available?)
• Chaotic Kabanov formula for the Azéma martingales
• Probabilistic and analytical aspects of the umbral calculus
• The theory of the umbral calculus. I

Cited in

(1)

• Normal martingales and polynomial families

This page was built for publication: Umbral Calculus, Martingales, and Associated Polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3158149)