A stochastic characterization of Hermite polynomials

DOI10.1007/BF02362289zbMath0916.60076OpenAlexW2011929279MaRDI QIDQ1269988

A. Plucińska

Publication date: 24 November 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362289

zbMATH Keywords

Hermite polynomials

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

On the Markov property of some Brownian martingales ⋮ Mimicking self-similar processes ⋮ Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals

Cites Work

• A characterization of the Rogers \(q\)-Hermite polynomials
• On a characterization of processes by the independence of linear forms in a triangular system
• Unnamed Item

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