Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals
type: Item
instance of: scholarly article
title: Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals
zbMATH Open document ID: 0929.60028
DOI: 10.1016/S0377-0427(98)00170-8
author: Wim Schoutens
published in: Journal of Computational and Applied Mathematics
publication date: 2000-01-24T00:00:00Z
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 11B83
Mathematics Subject Classification ID: 33C45
zbMATH DE Number: 1326380
zbMATH Keywords: orthogonal polynomials
zbMATH Keywords: Lévy processes
zbMATH Keywords: martingales
zbMATH Keywords: stochastic integration
zbMATH Keywords: independent identically distributed random variables
zbMATH Keywords: Sheffer polynomials
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1326380