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arxiv: 1411.6268 · v2 · pith:A65WZGR7new · submitted 2014-11-23 · 🧮 math.PR · math.CO· math.OA

Infinitesimal generators for a class of polynomial processes

classification 🧮 math.PR math.COmath.OA
keywords infinitesimalclasscommutationequationgeneratorgeneratorsharnessespolynomial
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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.

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