Markov processes, time-space harmonic functions and polynomials

DOI10.1016/J.SPL.2008.06.025zbMath1154.60061OpenAlexW2012477277MaRDI QIDQ958955

Arindam Sengupta

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.025

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (2)

Infinitesimal generators for a class of polynomial processes ⋮ A new family of time-space harmonic polynomials with respect to Lévy processes

Cites Work

• Unnamed Item
• Moment problems and polynomial approximation
• Sur les fonctionnelles exponentielles de certains processus de lévy
• Time-space harmonic polynomials for continuous-time processes and an extension

This page was built for publication: Markov processes, time-space harmonic functions and polynomials