Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials

More than one hundred years ago, Appell introduced a polynomials class characterized by the exponential form of its generator function. This class is well-known on R and the aim of this paper is to offer a multi-dimensional analysis in two directions: we indicate a classical characterization of the Appell polynomials on R^d via their generator function and we investigate their orthogonality. Two types of orthogonality are characterized. We relate this study to the theory of Lie algebras and martingales.