Jordan decomposition and geometric multiplicity for a class of non-symmetric Ornstein-Uhlenbeck operators

DOI10.1186/1687-1847-2014-34zbMath1343.15010OpenAlexW2106966727WikidataQ59324374 ScholiaQ59324374MaRDI QIDQ738370

D. Kharzeev

Publication date: 2 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-34

zbMATH Keywords

Jordan decomposition2-dimensional non-symmetric Ornstein-Uhlenbeck operator3-dimensional non-symmetric Ornstein-Uhlenbeck operator

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Markov semigroups and applications to diffusion processes (47D07) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Diffusion processes (60J60) Canonical forms, reductions, classification (15A21)

Cites Work

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• Jordan decomposition for a class of singular differential operators
• Spectrum of Ornstein-Uhlenbeck operators in \(L ^{p}\) spaces with respect to invariant measures
• Symmetric Ornstein-Uhlenbeck semigroups and their generators
• On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
• Introduction to stochastic integration.
• Multiple Wiener integral
• On the Ornstein-Uhlenbeck operator in 𝐿² spaces with respect to invariant measures
• Linear Algebra.
• Matrix theory. Basic results and techniques

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