ON HERMITE POLYNOMIALS OF GAUSSIAN MARKOV PROCESSES AND FIELDS

ON HERMITE POLYNOMIALS OF GAUSSIAN MARKOV PROCESSES AND FIELDS

For Gaussian variables, conditional expectation and arbitrary Hermite polynomial commute ([6]). This motivates us to consider here Markov property of Hermite polynomials in variables which are Markov processes. Special attention is given to N-ple Markov processes.

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Veröffentlicht in:Bulletin de l'Académie serbe des sciences, Classe des sciences mathématiques et naturelles. Sciences mathématiques Classe des sciences mathématiques et naturelles. Sciences mathématiques, 1989-01 (17), p.1-8
1. Verfasser: IVKOVIĆ, Z. A.
Format: Artikel
Sprache:eng
Schlagworte:
Hermite polynomials
Markov processes
Martingales
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Zusammenfassung:For Gaussian variables, conditional expectation and arbitrary Hermite polynomial commute ([6]). This motivates us to consider here Markov property of Hermite polynomials in variables which are Markov processes. Special attention is given to N-ple Markov processes.
ISSN:0561-7332
2406-0909