This paper aims to present a method for constructing the second order Pell and Pell-Lucas numbers and the third order Pell and Pell-Lucas numbers. Moreover, we obtain the De Moivre-type identities for these numbers. In addition, we define a Pell sequence with new initial conditions and give some identities for these third order Pell numbers such as Binet's formulas, generating functions, sums.
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