ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES

DOI10.1142/S0219025703001031zbMath1048.60037arXivmath/0204087MaRDI QIDQ3043491

Eugene W. Lytvynov

Publication date: 6 August 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204087

zbMATH Keywords

Lévy processgamma processMeixner processPascal processChaotic representation property

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Random measures (60G57) Applications of hypergeometric functions (33C90)

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Cites Work

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