Title of article :
Infinitesimal generators of -Meixner processes
Author/Authors :
Bryc، نويسنده , , Wlodzimierz and Weso?owski، نويسنده , , Jacek، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
12
From page :
915
To page :
926
Abstract :
We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials.
Keywords :
Polynomial processes , Infinitesimal Generators , Quadratic conditional variances , Harnesses
Journal title :
Stochastic Processes and their Applications
Serial Year :
2014
Journal title :
Stochastic Processes and their Applications
Record number :
1579225
Link To Document :
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