Some classes of orthogonal polynomials associated with martingales-Reference-Cited by-同舟云学术

Some classes of orthogonal polynomials associated with martingales

Published:1986 Issue:2 Volume:98 Page:298-302
ISSN:0002-9939
Container-title:Proceedings of the American Mathematical Society
language:en
Short-container-title:Proc. Amer. Math. Soc.

Author:

Feinsilver Philip

Abstract

The classes of orthogonal polynomials which arise as iterated stochastic integrals of a process with stationary independent increments are discussed. They are classes of Meixner polynomials.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/proc/1986-098-02/S0002-9939-1986-0854037-1/S0002-9939-1986-0854037-1.pdf

Reference10 articles.

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4. Stabilité des solutions des équations différentielles stochastiques application aux intégrales multiplicatives stochastiques;Emery, Michel;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1977

5. Lecture Notes in Mathematics;Feinsilver, Philip J.,1978

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