Publication | Open Access
Some classes of orthogonal polynomials associated with martingales
38
Citations
1
References
1986
Year
Spectral TheoryEngineeringOrthogonal PolynomialsOrthogonal PolynomialStationary Independent IncrementsIntegrable ProbabilityMeixner PolynomialsStochastic ProcessesStochastic CalculusPoisson BoundaryFunctional AnalysisApproximation TheoryStochastic Differential Equation
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.
| Year | Citations | |
|---|---|---|
Page 1
Page 1