Special functions, probability semigroups, and Hamiltonian flows

zbMath0394.33002MaRDI QIDQ1252337

Philip Feinsilver

Publication date: 1978

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian MotionPoisson ProcessAdvanced Exposition Of Special FunctionsBernoulli ProcessBernoulli-Type ProcessesConvolution Semigroup of MeasuresExponential ProcessGenerators and ResolventsHamiltonian FlowsHypergeometric FunctionsOrthogonal FunctionsProbability SemigroupsQuantum ProcessSpecial Functions From PhysicsStochastic IntegralsStochastic ProcessTransition Functions

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Groups and semigroups of linear operators (47D03) Infinite-dimensional groups and algebras motivated by physics, including Virasoro, Kac-Moody, (W)-algebras and other current algebras and their representations (81R10) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to special functions (33-02) Classical hypergeometric functions, ({}_2F_1) (33C05) Transition functions, generators and resolvents (60J35) Classical operational calculus (44A45)

Related Items (13)

Canonical transformations, umbral calculus and orthogonal theory ⋮ Evolution semigroups and Hamiltonian flows ⋮ Random permanents and symmetric statistics ⋮ On the Transient Behavior of Ehrenfest and Engset Processes ⋮ On logarithmic Sobolev constant for diffusion semigroups ⋮ The Feynman-Kac formula and the Hamilton-Jacobi equation ⋮ Operatormethoden für q-identitäten ⋮ Representations of Sheffer Polynomials ⋮ Moment systems and orthogonal polynomials in several variables ⋮ Hitting time in Erlang loss systems with moving boundaries ⋮ Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems ⋮ Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process ⋮ Symmetric polynomials of random variables attracted to an infinitely divisible law

This page was built for publication: Special functions, probability semigroups, and Hamiltonian flows