Infinitesimal generators for a class of polynomial processes
classification
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math.COmath.OA
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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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