Infinitesimal generators of q-Meixner processes
Fuente:
arXiv
Guardado en:
| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2013
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866908497482874880 |
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| author | Bryc, Wlodek Wesolowski, Jacek |
| author_facet | Bryc, Wlodek Wesolowski, Jacek |
| contents | We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1309_3528 |
| institution | arXiv |
| publishDate | 2013 |
| record_format | arxiv |
| spellingShingle | Infinitesimal generators of q-Meixner processes Bryc, Wlodek Wesolowski, Jacek Probability 60J25 We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials. |
| title | Infinitesimal generators of q-Meixner processes |
| topic | Probability 60J25 |
| url | https://arxiv.org/abs/1309.3528 |