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arXiv · 0803.0829

Time--space harmonic polynomials relative to a Lévy process

Josep Lluís Solé·Frederic Utzet
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Abstract

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.

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Josep Lluís Solé, Frederic Utzet. 2008-03-06. Time--space harmonic polynomials relative to a Lévy process. https://doi.org/10.3150/07-bej6173

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