Infinite-dimensional polynomial processes

@article{Cuchiero2019InfinitedimensionalPP,
  title={Infinite-dimensional polynomial processes},
  author={Christa Cuchiero and Sara Svaluto-Ferro},
  journal={Finance and Stochastics},
  year={2019},
  volume={25},
  pages={383-426}
}
We introduce polynomial processes taking values in an arbitrary Banach space B ${B}$ via their infinitesimal generator L $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions of a system of ODEs on the truncated tensor algebra of dual respectively bidual spaces. We illustrate how the well-known moment formulas for finite-dimensional or probability-measure-valued polynomial processes can be deduced in this general framework… 
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