Appell polynomials associated with Lévy processes and applications

zbMATH Open1499.60149MaRDI QIDQ5065865FDOQ5065865

Authors: Bao Quoc Ta 

Publication date: 22 March 2022

Recommendations

• Optimal stopping, Appell polynomials, and Wiener-Hopf factorization
• Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials.
• Probabilistic approach to Appell polynomials
• Appell polynomials and their relatives
• On some applications of a symbolic representation of non centered Lévy processes

zbMATH Keywords

optimal stoppingAppell polynomialsLévy processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Bernoulli and Euler numbers and polynomials (11B68) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (3)

• An application in stochastics of the Laguerre-type polynomials
• Probabilistic approach to Appell polynomials
• Optimal stopping, Appell polynomials, and Wiener-Hopf factorization

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