Displaying similar documents to “Quadratic harnesses from generalized beta integrals”

Infinitesimal generators for a class of polynomial processes

Włodzimierz Bryc, Jacek Wesołowski (2015)

Studia Mathematica

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We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.

Quadratic embeddings.

Havlicek, Hans, Zanella, Corrado (1997)

Beiträge zur Algebra und Geometrie

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