Some classes of orthogonal polynomials associated with martingales
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- by Philip Feinsilver PDF
- Proc. Amer. Math. Soc. 98 (1986), 298-302 Request permission
Abstract:
The classes of orthogonal polynomials which arise as iterated stochastic integrals of a process with stationary independent increments are discussed. They are classes of Meixner polynomials.References
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Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 98 (1986), 298-302
- MSC: Primary 60G46; Secondary 33A65
- DOI: https://doi.org/10.1090/S0002-9939-1986-0854037-1
- MathSciNet review: 854037