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  • 标题:Moments of Wiener integrals for subordinators
  • 本地全文:下载
  • 作者:Madan, Dilip ; Yor, Marc
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2012
  • 卷号:17
  • 页码:1-8
  • DOI:10.1214/ECP.v17-2206
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要: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.
  • 关键词:Appell, Bell and Scheffer polynomials; Subordinator; Lévy measure;60H05
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