Huertas, E. J.; Torrado, Nuria; Leisen, Fabrizio - Departamento de Estadistica, Universidad Carlos III de … - 2013
In this paper we study how an inner product derived from an Uvarov transformation of the Laguerre weight function is used in the orthogonalization procedure of a sequence of martingales related to a Levy process. The orthogonalization is done by isometry. The resulting set of pairwise strongly...