A new family of time-space harmonic polynomials with respect to Lévy processes

DOI10.1007/s10231-012-0252-3zbMath1278.60081arXiv1108.0788MaRDI QIDQ380402

Elvira di Nardo, Immacolata Oliva

Publication date: 13 November 2013

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.0788

zbMATH Keywords

umbral calculus; Lévy process; cumulant; Lévy-Sheffer polynomial; time-space harmonic polynomial

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

05A40: Umbral calculus

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