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Polynomial-Gaussian Solutions of Stochastic Differential Equations

✍ Scribed by A. Plucinska; D. Dziewa; A. Bryk


Publisher
Springer US
Year
2005
Tongue
English
Weight
107 KB
Volume
131
Category
Article
ISSN
1573-8795

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✍ Y.J. Kim; K.H. Kwon; J.K. Lee πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 717 KB

We show that if a second order partial differential equation: has orthogonal polynomial solutions, then the differential operator L[.] must be symmetrizable and can not be parabolic in any nonempty open subset of the plane. We also find Rodrigues type formula for orthogonal polynomial solutions of