Normal martingales and polynomial families

DOI10.4064/AP84-2-1zbMATH Open1121.60044OpenAlexW2064323094MaRDI QIDQ4829665FDOQ4829665

Authors: H. Hammouch 

Publication date: 30 November 2004

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap84-2-1

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zbMATH Keywords

chaosclassical polynomialsnormal martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Cited In (6)

• A family of martingales generated by a process with independent increments
• The monotone Poisson process
• Umbral Calculus, Martingales, and Associated Polynomials
• Free martingale polynomials.
• Martingale families and dimension in P
• Title not available (Why is that?)

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