Some Classes of Orthogonal Polynomials Associated with Martingales
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Publication:4722944
DOI10.2307/2045702zbMath0615.60050OpenAlexW4254086570MaRDI QIDQ4722944
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2045702
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Stochastic integrals (60H05) Martingales and classical analysis (60G46)
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Cites Work
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- Hitting and martingale characterizations of one-dimensional diffusions
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