Infinitesimal generators of q-Meixner processes

Wlodek Bryc; Jacek Wesolowski

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arXiv · 1309.3528

Infinitesimal generators of q-Meixner processes

Wlodek Bryc·Jacek Wesolowski

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Abstract

We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials.

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BibTeX RIS

Wlodek Bryc, Jacek Wesolowski. 2013-09-13. Infinitesimal generators of q-Meixner processes. https://arxiv.org/abs/1309.3528

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