arXiv:1411.6268 Abstract | arXiv Analytics

arXiv:1411.6268 [math.PR]Abstract References Reviews Resources

Infinitesimal generators for polynomial processes

Published 2014-11-23Version 1

We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find explicit formula for the infinitesimal generators corresponding to the so called free quadratic harnesses.

Categories: math.PR, math.CO, math.OA

Subjects: 60J25

Keywords: infinitesimal generator, polynomial processes, commutation equation, free quadratic harnesses, correspond

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