Normal martingales and polynomial families

DOI10.4064/AP84-2-1zbMath1121.60044OpenAlexW2064323094MaRDI QIDQ4829665

H. Hammouch

Publication date: 30 November 2004

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap84-2-1

zbMATH Keywords

chaosclassical polynomialsnormal martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

This page was built for publication: Normal martingales and polynomial families