Hermite martingales

Patrick J. Fitzsimmons

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 153-157

How to cite


Fitzsimmons, Patrick J.. "Hermite martingales." Séminaire de probabilités de Strasbourg 35 (2001): 153-157. <http://eudml.org/doc/114056>.

author = {Fitzsimmons, Patrick J.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Hermite polynomials; Brownian motion; martingales},
language = {eng},
pages = {153-157},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Hermite martingales},
url = {http://eudml.org/doc/114056},
volume = {35},
year = {2001},

AU - Fitzsimmons, Patrick J.
TI - Hermite martingales
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 153
EP - 157
LA - eng
KW - Hermite polynomials; Brownian motion; martingales
UR - http://eudml.org/doc/114056
ER -


  1. [1] M. Abramowitz and A. Stegun: Handbook of Mathematical Functions (Reprint of the 1972 edition). Dover, New York, 1992. MR1225604
  2. [2] A. Friedman: Partial Differential Equations of Parabolic Type. Prentice-Hall, Englewood Cliffs, N.J., 1964. Zbl0144.34903MR181836
  3. [3] S. Janson: Gaussian Hilbert Spaces. (Cambridge University Press, Cambridge, 1997. Zbl0887.60009MR1474726
  4. [4] D. Nualart: The Malliavin Calculus and Related Topics. Springer-Verlag, New York, 1995. Zbl0837.60050MR1344217
  5. [5] A. Plucinska: A stochastic characterization of Hermite polynomials, J. Math. Sci.89 (1998) 1541-1544. Zbl0916.60076MR1632188
  6. [6] D.W. Stroock: Probability Theory. Cambridge University Press, Cambridge, 1993. Zbl0925.60004MR1267569

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