2 papers
math.PR2026
Moments of polynomial processes under affine resetting
Johannes Assefa, Martin Keller-Ressel, Zbigniew Palmowski
We consider polynomial processes, i.e., continuous-time Markov processes that preserve polynomials without increasing degree, and augment them with resetting. Resetting means that…
math.PR2025
Moments of generalized fractional polynomial processes
Johannes Assefa, Martin Keller-Ressel
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse Lévy-subordinator. If the ti…