Infinitesimal generators of q-Meixner processes

Published 13 Sep 2013 in math.PR | (1309.3528v1)

Abstract: We show that the weak infinitesimal generator of a class of Markov processes acts on bounded continuous functions with bounded continuous second derivative as a singular integral with respect to the orthogonality measure of the explicit family of polynomials.

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Authors (1)

Wlodek Bryc abd Jacek Wesolowski

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