Hermite martingales
Fitzsimmons, Patrick J.
Séminaire de probabilités de Strasbourg, Tome 35 (2001), p. 153-157 / Harvested from Numdam
Publié le : 2001-01-01
@article{SPS_2001__35__153_0,
     author = {Fitzsimmons, Patrick J.},
     title = {Hermite martingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {35},
     year = {2001},
     pages = {153-157},
     mrnumber = {1837284},
     zbl = {0979.60028},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_2001__35__153_0}
}
Fitzsimmons, Patrick J. Hermite martingales. Séminaire de probabilités de Strasbourg, Tome 35 (2001) pp. 153-157. http://gdmltest.u-ga.fr/item/SPS_2001__35__153_0/

[1] M. Abramowitz and A. Stegun: Handbook of Mathematical Functions (Reprint of the 1972 edition). Dover, New York, 1992. | MR 1225604

[2] A. Friedman: Partial Differential Equations of Parabolic Type. Prentice-Hall, Englewood Cliffs, N.J., 1964. | MR 181836 | Zbl 0144.34903

[3] S. Janson: Gaussian Hilbert Spaces. (Cambridge University Press, Cambridge, 1997. | MR 1474726 | Zbl 0887.60009

[4] D. Nualart: The Malliavin Calculus and Related Topics. Springer-Verlag, New York, 1995. | MR 1344217 | Zbl 0837.60050

[5] A. Plucinska: A stochastic characterization of Hermite polynomials, J. Math. Sci. 89 (1998) 1541-1544. | MR 1632188 | Zbl 0916.60076

[6] D.W. Stroock: Probability Theory. Cambridge University Press, Cambridge, 1993. | MR 1267569 | Zbl 0925.60004