On Some Applications of a Symbolic Representation of Non Centered Lévy Processes

DOI10.1080/03610926.2011.642920zbMath1466.60094arXiv1310.4005OpenAlexW3098547971MaRDI QIDQ2864677

Elvira di Nardo, Immacolata Oliva

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4005

zbMATH Keywords

umbral calculusLévy processcumulanttime-space harmonic polynomialKailath-Segall polynomial

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Umbral calculus (05A40)

Related Items (1)

Multivariate Bernoulli and Euler polynomials via Lévy processes

Cites Work

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• Stochastic integrals: A combinatorial approach
• Orthogonal functionals of independent-increment processes
• The Classical Umbral Calculus
• Lévy Processes and Stochastic Calculus
• The Number of Partitions of a Set

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