Abstract
Moments formulae for Wiener integrals of a subordinator with exponential moments are obtained in terms of the general Bell polynomials and the moments of the Lévy measure of this subordinator. We also express the Appell and Scheffer polynomials associated to a random variable in terms of the Bell polynomials.
Citation
Dilip Madan. Marc Yor. "Moments of Wiener integrals for subordinators." Electron. Commun. Probab. 17 1 - 8, 2012. https://doi.org/10.1214/ECP.v17-2206
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