Some Classes of Orthogonal Polynomials Associated with Martingales

DOI10.2307/2045702zbMath0615.60050MaRDI QIDQ4722944

Philip Feinsilver

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2045702

zbMATH Keywords

Hermite polynomials; Meixner polynomials; stationary independent increments processes

Mathematics Subject Classification ID

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

60H05: Stochastic integrals

60G46: Martingales and classical analysis

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Cites Work

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