On the equation μ = S t μ * μ t

DOI10.1007/978-3-642-01763-6_4zbMath1198.47059OpenAlexW115259803MaRDI QIDQ3653077

Fangjun Xu

Publication date: 18 December 2009

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

Full work available at URL: https://doi.org/10.1007/978-3-642-01763-6_4

zbMATH Keywords

infinitely divisible\(C_0\)-semigroupMehler semigroupOrnstein-Uhlenbeck processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35)

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