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On the eigenfunctions of the complex Ornstein-Uhlenbeck operators - MaRDI portal

On the eigenfunctions of the complex Ornstein-Uhlenbeck operators (Q2258611)

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On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
scientific article

    Statements

    title
    On the eigenfunctions of the complex Ornstein-Uhlenbeck operators (English)
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    author
    Yanyan Li
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    publication date
    26 February 2015
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    zbMATH Keywords
    complex-valued Ornstein-Uhlenbeck process
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    eigenfunctions
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    Hermite-Laguerre-Itō polynomials
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    Mehler summation formula
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H07
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    60G15
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    zbMATH DE Number
    6408818
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    OpenAlex ID
    W3099087545
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    arXiv ID
    1209.4990
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