Time-space harmonic polynomials for continuous-time processes and an extension

DOI10.1023/A:1007857823002zbMath0990.60054OpenAlexW176794315MaRDI QIDQ5937283

Arindam Sengupta

Publication date: 28 October 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007857823002

zbMATH Keywords

Lévy processesharmonic polynomial of stochastic processespotential properties

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (5)

Infinitesimal generators for a class of polynomial processes ⋮ A new family of time-space harmonic polynomials with respect to Lévy processes ⋮ Infinitesimal generators of \(q\)-Meixner processes ⋮ Markov processes, time-space harmonic functions and polynomials ⋮ Time-space harmonic polynomials relative to a Lévy process

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