Time-space harmonic polynomials for continuous-time processes and an extension

DOI10.1023/A:1007857823002MaRDI QIDQ5937283zbMATH OpenOpenAlexFDO

Authors Arindam Sengupta

Publication date 28 October 2001

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1007857823002

zbMATH Keywords

harmonic polynomial of stochastic processesLévy processespotential properties

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited in

(8)

• Time-space harmonic polynomials relative to a Lévy process
• Infinitesimal generators of \(q\)-Meixner processes
• Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
• Infinitesimal generators for a class of polynomial processes
• A new family of time-space harmonic polynomials with respect to Lévy processes
• On a representation of time space-harmonic polynomials via symbolic L\'evy processes
• Markov processes, time-space harmonic functions and polynomials
• Harmonic continuous-time branching moments

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