A few remarks on quadratic harnesses

作者:Szablowski Pawel J*
来源:Journal of Difference Equations and Applications, 2014, 20(4): 586-609.
DOI:10.1080/10236198.2013.864643

摘要

We analyse and partially solve system of recurrences that can be derived from the properties of orthogonal martingale polynomials that characterize quadratic harnesses (QHs). We also specify conditions for the existence of moments of one dimensional distributions for large classes of QHs that are also Markov processes complementing earlier results.

  • 出版日期2014-4-3