1 citations · 1 across the 3 of their papers we have counts for
3 papers
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…
math.PR2011
A new family of time-space harmonic polynomials with respect to Lévy processes
E. Di Nardo, I. Oliva
By means of a symbolic method, a new family of time-space harmonic polynomials with respect to Lévy processes is given. The coefficients of these polynomials involve a formal expre…