Orthogonal decompositions for Lévy processes with an application to the gamma, Pascal, and Meixner processes

Infinite Dimensional Analysis, Quantum Probability and Related Topics

Volumn 6, Issue 1, 2003, Pages 73-102

  Lytvynov, Eugene ^a,b  

^a UNIVERSITY OF BONN   (Germany)

^b BIELEFELD UNIVERSITY   (Germany)

Author keywords

Chaotic representation property; Gamma process; L vy process; Meixner process; Pascal process

Indexed keywords

EID: 0037570673     PISSN: 02190257     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219025703001031     Document Type: Article

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