The short work suggests a connection between three relevant problems in different fields of probability theory and statistics: -the classification of quadratic variance functions exponential families -The classification of diffusion generators with polynomial eigenfunctions -the polynomial Sturm-Liouville problem
The Sturm liouville problem and diffusion modelling
CORIELLI, FRANCESCO
2007
Abstract
The short work suggests a connection between three relevant problems in different fields of probability theory and statistics: -the classification of quadratic variance functions exponential families -The classification of diffusion generators with polynomial eigenfunctions -the polynomial Sturm-Liouville problem
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