Appell polynomials associated with Lévy processes and applications

MaRDI QIDQ5065865zbMATHFDO

Authors Bao Quoc Ta

Publication date 22 March 2022

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)

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

Cited in

(3)

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

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