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Infinitesimal generators for a class of polynomial processes

Published 23 Nov 2014 in math.PR, math.CO, and math.OA | (1411.6268v2)

Abstract: We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.

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