{
  "id": "0803.0829",
  "version": "v1",
  "published": "2008-03-06T10:25:03.000Z",
  "updated": "2008-03-06T10:25:03.000Z",
  "title": "Time--space harmonic polynomials relative to a Lévy process",
  "authors": [
    "Josep Lluís Solé",
    "Frederic Utzet"
  ],
  "comment": "Published in at http://dx.doi.org/10.3150/07-BEJ6173 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)",
  "journal": "Bernoulli 2008, Vol. 14, No. 1, 1-13",
  "doi": "10.3150/07-BEJ6173",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a L\\'{e}vy process. We also state the relationship with the Kailath--Segall (orthogonal) polynomials associated to the process.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-03-06T10:25:03.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "time-space harmonic polynomials relative",
      "lévy process",
      "recurrence relation",
      "closed form",
      "relationship"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0803.0829L"
    }
  }
}