Related papers: Multiple G-It\^{o} integral in the G-expectation s…
In this paper we extend notions of complex C-R-calculus and complex Hermite polynomials to the bicomplex setting and compare the bicomplex polyanalytic function theory to the classical complex case.
In this paper, we introduce some difference sequence spaces in bigeometric calculus. We determine the $\alpha$-duals of these sequence spaces and study their matrix transformations. We also develop an interpolating polynomial in bigeometric…
Under the framework of G-expectation and G-Brownian motion, we introduce It\^o's integral for stochastic processes without assuming quasi-continuity. Then we can obtain It\^o's integral on stopping time interval. This new formulation…
We introduce two classes of $(p,q)$-It\^o--Hermite polynomials, the post-quantum analogs of the $q$-It\^o--Hermite polynomials introduced recently by Ismail and Zhang. We study their basic properties such as their operational formulas of…
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
We derive inversion formulas involving orthogonal polynomials which can be used to find coefficients of differential equations satisfied by certain generalizations of the classical orthogonal polynomials. As an example we consider special…
The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…
Recently there has been a renewed interest in an extension of the notion of orthogonal polynomials known as multiple orthogonal polynomials. This notion comes from simultaneous rational approximation (Hermite-Pade approximation) of a system…
We show how the combined use of the generating function method and of the theory of multivariable Hermite polynomials is naturally suited to evaluate integrals of gaussian functions and of multiple products of Hermite polynomials.
We extend the It\=o formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the It\=o formula to L\'evy processes to obtain existence of solutions…
In this paper, we resurrect a long-forgotten notion of equivalence for univariate polynomials with integral coefficients introduced by Hermite in the 1850s. We show that the Hermite equivalence class of a polynomial has a very natural…
In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-It\^{o} chaos and the complex Wiener-It\^{o} chaos (or: multiple integrals) is shown. By this relation and the known multivariate…
The Hermite interpolation formulas are based on the interpretation of interpolation nodes as roots of suitable polynomials. Therefore, such formulas belong to the class of algebraic interpolations. The article considers a multidimensional…
We give integral representations for multiple Hermite and multiple Hermite polynomials of both type I and II. We also show how these are connected with double integral representations of certain kernels from random matrix theory.
The continuous big $q$-Hermite polynomials are shown to realize a basis for a representation space of an extended $q$-oscillator algebra. An expansion formula is algebraically derived using this model.
In this paper, we define a dynamically consistent conditional G-expectation in space $\mathbb{L}^{p}$, and give the related stochastic calculus of It\^o's type, especially get It\^o's formula for a general $C^{1,2}$-function.
A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…
We obtain a series transformation formula involving the classical Hermite polynomials. We then provide a number of applications using appropriate binomial transformations. Several of the new series involve Hermite polynomials and harmonic…
We use generating functions to express orthogonality relations in the form of $q$-beta integrals. The integrand of such a $q$-beta integral is then used as a weight function for a new set of orthogonal or biorthogonal
A class of integral transforms, on the planar Gaussian Hilbert space with range in the weighted Bergman space on the bi-disk, is defined as the dual transforms of the 2d fractional Fourier transform associated with the Mehler function for…