$(p,q)$-complex It\^o--Hermite polynomials

Abstract

We introduce two classes of $(p,q)$-It\^o--Hermite polynomials, the post-quantum analogs of the $q$-It\^o--Hermite polynomials introduced recently by Ismail and Zhang. We study their basic properties such as their operational formulas of Rodrigues type, the corresponding raising and lowering operators as well as their generating functions and the $(p,p$-differential equations they obey.