Time--space harmonic polynomials relative to a Lévy process
| dc.creator | Solé, Josep Lluís | |
| dc.creator | Utzet, Frederic | |
| dc.date | 2008-03-06 | |
| dc.date.accessioned | 2026-07-07T12:17:27Z | |
| dc.date.available | 2026-07-07T12:17:27Z | |
| dc.description | In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a Lévy process. We also state the relationship with the Kailath--Segall (orthogonal) polynomials associated to the process. | |
| dc.description | Published in at http://dx.doi.org/10.3150/07-BEJ6173 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm) | |
| dc.identifier | https://arxiv.org/abs/0803.0829 | |
| dc.identifier | http://arxiv.org/abs/0803.0829 | |
| dc.identifier | Bernoulli 2008, Vol. 14, No. 1, 1-13 | |
| dc.identifier | doi:10.3150/07-BEJ6173 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/212080 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.title | Time--space harmonic polynomials relative to a Lévy process | |
| dc.type | text |