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Some classes of orthogonal polynomials associated with martingales

Author: Philip Feinsilver
Journal: Proc. Amer. Math. Soc. 98 (1986), 298-302
MSC: Primary 60G46; Secondary 33A65
MathSciNet review: 854037
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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.

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Article copyright: © Copyright 1986 American Mathematical Society

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