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A stochastic characterization of Hermite polynomials

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Abstract

In this paper, we characterize the Hermite polynomials via stochastic tools: the conditional mean value and the Wiener process.

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Authors and Affiliations

  1. Mathematical Institute, Warsaw Technical University, pl. Politechniki, 1, 00-661, Warsaw, Poland

    A. Plucińska

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  1. A. Plucińska
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Additional information

Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.

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Plucińska, A. A stochastic characterization of Hermite polynomials. J Math Sci 89, 1541–1544 (1998). https://doi.org/10.1007/BF02362289

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  • DOI: https://doi.org/10.1007/BF02362289

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