• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1579225