scientific article; zbMATH DE number 1552215

MaRDI QIDQ4524446zbMATH OpenFDO

Authors Wim Schoutens

Publication date 7 October 2002

zbMATH Keywords

Charlier-Poissonion functionalsHermite-Brownian functionalsLevy processesstochastic integration

Mathematics Subject Classification ID

Appell, Horn and Lauricella functions (33C65) Martingales and classical analysis (60G46)

Recommendations

• Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals
• On the orthogonal polynomials associated with a Lévy process
• Orthogonality of the Sheffer system associated to a Lévy process
• Free martingale polynomials.
• On d-orthogonality of the Sheffer systems associated to a convolution semigroup

Cited in

(1)

• Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals

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