Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527259 | Stochastic Processes and their Applications | 2014 | 12 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Wlodzimierz Bryc, Jacek WesoÅowski,