{ "id": "1411.6268", "version": "v1", "published": "2014-11-23T17:03:51.000Z", "updated": "2014-11-23T17:03:51.000Z", "title": "Infinitesimal generators for polynomial processes", "authors": [ "Wlodek Bryc", "Jacek Wesolowski" ], "categories": [ "math.PR", "math.CO", "math.OA" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2014-11-23T17:03:51.000Z" } ], "analyses": { "subjects": [ "60J25" ], "keywords": [ "infinitesimal generator", "polynomial processes", "commutation equation", "free quadratic harnesses", "correspond" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1411.6268B" } } }