We are not able to resolve this OAI Identifier to the repository landing page. If you are the repository manager for this record, please head to the Dashboard and adjust the settings.
Attuale: -PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC, Primo editore: -Madison Avenue:New York: Marcel Dekker Incorporated
Doi
Abstract
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes
of polynomials related to Lèvy processes: the Kailath-Segall and the time-space harmonic polynomials.
We provide the Kailath-Segall formula in terms of cumulants and we recover simple closed-forms for several families of polynomials with respect to
not centered Lèvy processes, such as the Hermite polynomials with the Brownian motion, the Poisson-Charlier
polynomials with the Poisson processes, the actuarial polynomials with the Gamma processes, the first kind Meixner polynomials with the Pascal processes, the Bernoulli, Euler and Krawtchuk polynomials with suitable random walks
Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.