Time-space polynomial martingales generated by a discrete-time martingale

DOI10.1007/BF02212886zbMath0816.60041MaRDI QIDQ1890744

Yanyan Li

Publication date: 23 May 1995

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

zbMATH Keywords

Hermite polynomialsdiscrete-parameter Markov processesdiscrete-parameter martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

A new family of time-space harmonic polynomials with respect to Lévy processes ⋮ Time-space harmonic polynomials relative to a Lévy process

Cites Work

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