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On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
Chen, Yong ; Liu, Yong
2014
关键词INVARIANT-MEASURES SPACES SEMIGROUPS SPECTRUM RESPECT
英文摘要Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present two natural ways to obtain the associated eigenfunctions of the 2-dimensional normal Ornstein-Uhlenbeck operator in the complex Hilbert space L-C(2)(mu) We call the eigenfunctions Hermite-Laguerre-It (o) over cap polynomials. In addition, the Mehler summation formula for the complex process is shown.; Mathematics; SCI(E); 0; ARTICLE; chenyong77@gmail.com; liuyong@math.pku.edu.cn; 3; 577-596; 54
语种英语
出处SCI
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/388408]  
专题数学科学学院
推荐引用方式
GB/T 7714
Chen, Yong,Liu, Yong. On the eigenfunctions of the complex Ornstein-Uhlenbeck operators. 2014-01-01.
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