An application in stochastics of the Laguerre-type polynomials

Journal of Computational and Applied Mathematics

Volumn 133, Issue 1-2, 2001, Pages 593-600

  Schoutens, Wim ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Inner products; Laguerre type polynomials; L vy processes; Orthogonal polynomials; Stochastic processes

Indexed keywords

BROWNIAN MOVEMENT; GAMMA RAYS; PERTURBATION TECHNIQUES; RANDOM PROCESSES;

DELTA DISTRIBUTION;

POLYNOMIALS;

MATHEMATICAL METHOD;

EID: 0035417543     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(00)00680-4     Document Type: Article

References (17)

1. Differential operators having Laguerre type and Sobolev type Laguerre orthogonal polynomials as eigenfunctions: A survey
2. Distribution sur l'espace de P.Lévy et calcul stochastique
3. Gamma processes and finite survival probabilities
4. Reinsurance and ruin
5. The probability of ruin for the inverse Gaussian and related processes
6. Risk theory and the gamma process
7. On the Azéma Martingales
8. An application of a new theorem on orthogonal polynomials and differential equations
9. Chaotic and predictable representations for Lévy processes
10. Lévy processes, polynomials and martingales
11. Stochastic processes and orthogonal polynomials