On a representation of time space-harmonic polynomials via symbolic L\'evy processes

zbMath1273.60058arXiv1304.0294MaRDI QIDQ5327006

Elvira di Nardo

Publication date: 1 August 2013

Full work available at URL: https://arxiv.org/abs/1304.0294

zbMATH Keywords

Lévy processesumbral calculustime-space harmonic polynomials

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with discrete parameter (60G42)

Related Items (1)

Infinitesimal generators for a class of polynomial processes

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