On Markov processes with polynomial conditional moments
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Publication:3450276
DOI10.1090/tran/6295zbMath1334.60154arXiv1210.6055OpenAlexW1900693841MaRDI QIDQ3450276
Publication date: 3 November 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.6055
orthogonal polynomialsmartingalesMarkov processesRadon-Nikodým derivativeharnessespolynomial conditional moments
Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Other special orthogonal polynomials and functions (33C47)
Related Items (4)
Infinitesimal generators for a class of polynomial processes ⋮ On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ On positivity of orthogonal series and its applications in probability
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