Time–space harmonic polynomials relative to a Lévy process
نویسندگان
چکیده
منابع مشابه
Time – space harmonic polynomials relative to a Lévy process
Given a stochastic process X = {Xt, t ∈ R+} with finite moments of convenient order, a time–space harmonic polynomial relative to X is a polynomial Q(x, t) such that the process Mt =Q(Xt, t) is a martingale with respect to the filtration associated with X . Major examples are the Hermite polynomials relative to a Brownian motion, the Charlier polynomials relative to a Poisson process and the La...
متن کاملOn the Orthogonal Polynomials Associated with a Lévy Process
Let X = {Xt, t≥ 0} be a càdlàg Lévy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with X. On one hand, the Kailath–Segall formula gives the relationship between the iterated integrals and the variations of order n ofX, and defines a family of polynomials P1(x1), P2(x1, x2), . . . that are orthogonal with respect to the joint law of th...
متن کاملChromatic Harmonic Indices and Chromatic Harmonic Polynomials of Certain Graphs
In the main this paper introduces the concept of chromatic harmonic polynomials denoted, $H^chi(G,x)$ and chromatic harmonic indices denoted, $H^chi(G)$ of a graph $G$. The new concept is then applied to finding explicit formula for the minimum (maximum) chromatic harmonic polynomials and the minimum (maximum) chromatic harmonic index of certain graphs. It is also applied to split graphs and ce...
متن کاملLévy flights from a continuous-time process.
Lévy flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus this process is a kind of continuous-time random walk (CTRW), dual to the typical Scher-Montroll model, in which n grows sublinearly with t. Models in which Lévy flights emerge due to a temporal subordination allow one easily to d...
متن کاملA Lévy Insurance Risk Process with Taxhansjörg
A Lévy insurance risk process with tax Powered by TCPDF (www.tcpdf.org)
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2008
ISSN: 1350-7265
DOI: 10.3150/07-bej6173