کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4643594 1341393 2006 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Iterates of the infinitesimal generator and space–time harmonic polynomials of a Markov process
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Iterates of the infinitesimal generator and space–time harmonic polynomials of a Markov process
چکیده انگلیسی

We relate iterates of the infinitesimal generator of a Markov process to space–time harmonic functions. First, we develop the theory for a general Markov process and create a family a space–time martingales. Next, we investigate the special class of subordinators. Combinatorics results on space–time harmonic polynomials and generalized Stirling numbers are developed and interpreted from a probabilistic point of view. Finally, we introduce the notion of pairs of subordinators in duality, investigate the implications on the associated martingales and consider some explicit examples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 186, Issue 1, 1 February 2006, Pages 300–323
نویسندگان
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