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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