| Título: | Moments of Wiener integrals for subordinators |
| Autores: |
Madan, Dilip; Robert H Smith School of Business Yor, Marc; Université Pierre et Marie Curie |
| Fecha: | 2012-01-02 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Appell, Bell and Scheffer polynomials; Subordinator; Lévy measure 60H05 |
| Descripción: | Moments formulae for Wiener integrals of a subordinator with exponential moments are obtained in terms of the general Bell polynomials and the moments of the Lévy measure of this subordinator. We also express the Appell and Scheffer polynomials associated to a random variable in terms of the Bell polynomials. |
| Idioma: | Inglés |
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