A few remarks on quadratic harnesses
Paweł J. Szabłowski · The Journal of Difference Equations and Applications · 2014
We analyse and partially solve system of recurrences that can be derived from the properties of orthogonal martingale polynomials that characterize quadratic harnesses (QHs). We also specify conditions for the existence of moments of one dimensional distributions for large classes of QHs that are also Markov processes complementing earlier results.