14 citations · 33 across the 15 of their papers we have counts for
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math.PR2013★ 1 cited
Multivariate time-space harmonic polynomials: a symbolic approach
E. Di Nardo, I. Oliva
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate Lévy processes can be dealt with as they were martingales.…
math.PR2013
On some applications of a symbolic representation of non-centered Lévy processes
E. Di Nardo, I. Oliva
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to Lévy processes: the Kailath-Segall and…