Time--space harmonic polynomials relative to a L\'{e}vy process
classification
🧮 math.PR
math.STstat.TH
keywords
polynomialsprocessharmonicrelativetime--spaceassociatedclosedfamily
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In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a L\'{e}vy process. We also state the relationship with the Kailath--Segall (orthogonal) polynomials associated to the process.
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