Infinitesimal generators of q-Meixner processes
Probability
2025-08-24 v1
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
Cite
@article{arxiv.1309.3528,
title = {Infinitesimal generators of q-Meixner processes},
author = {Wlodek Bryc and Jacek Wesolowski},
journal= {arXiv preprint arXiv:1309.3528},
year = {2025}
}