• Corpus ID: 222140844

Abstract polynomial processes.

@article{Benth2020AbstractPP,
  title={Abstract polynomial processes.},
  author={Fred Espen Benth and Nils Detering and Paul Kruhner},
  journal={arXiv: Probability},
  year={2020}
}
We suggest a novel approach to polynomial processes solely based on a polynomial action operator. With this approach, we can analyse such processes on general state spaces, going far beyond Banach spaces. Moreover, we can be very flexible in the definition of what "polynomial" means. We show that "polynomial process" universally means "affine drift". Simple assumptions on the polynomial action operators lead to stronger characterisations on the polynomial class of processes. In our framework… 

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