2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/212080In 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.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)ProbabilityStatistics Theorytext