Abstract
In this work, we give a closed form and a recurrence relation for a family of time–space harmonic polynomials relative to a Lévy process. We also state the relationship with the Kailath–Segall (orthogonal) polynomials associated to the process.
Citation
Josep Lluís Solé. Frederic Utzet. "Time–space harmonic polynomials relative to a Lévy process." Bernoulli 14 (1) 1 - 13, February 2008. https://doi.org/10.3150/07-BEJ6173
Information
