Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes

DOI10.1023/B:POTA.0000010666.75722.0ezbMath1037.60071arXivmath/0606620OpenAlexW2086583183MaRDI QIDQ1424817

Donald A. Dawson, Zhenghu Li

Publication date: 15 March 2004

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606620

zbMATH Keywords

generalized Ornstein-Uhlenbeck processskew convolution semigroupgeneralized Mehler semigroupdifferentiable extensionright continuous realization

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

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