Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process

DOI10.1016/j.cam.2005.04.014zbMath1085.60051OpenAlexW2148940624MaRDI QIDQ2571234

Wim Schoutens, Pauline Barrieu

Publication date: 1 November 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.04.014

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

Related Items (3)

Infinitesimal generators for a class of polynomial processes ⋮ Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets ⋮ Time-space harmonic polynomials relative to a Lévy process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer
• Special functions, probability semigroups, and Hamiltonian flows
• A unified approach to generalized Stirling numbers
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Short-term risk management using stochastic Taylor expansions under Lévy models
• Stochastic processes and orthogonal polynomials
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Review of the stirling numbers, their generalizations and Statistical Applications
• Lévy processes, polynomials and martingales
• Some Classes of Orthogonal Polynomials Associated with Martingales
• Exercises in Probability
• Absolute Continuity of Markov Processes and Generators

This page was built for publication: Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process