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Infinitesimal generators for a class of polynomial processes

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abstract

We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.

fields

cs.CL 1

years

2025 1

verdicts

CONDITIONAL 1

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