The Ornstein–Uhlenbeck semigroup in finite dimension
Alessandra Lunardi, Giorgio Metafune, Diego Pallara
2020Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences22 citationsDOIOpen Access PDF
Abstract
We gather the main known results concerning the non-degenerate Ornstein-Uhlenbeck semigroup in finite dimension. This article is part of the theme issue 'Semigroup applications everywhere'.
Topics & Concepts
Ornstein–Uhlenbeck processDimension (graph theory)SemigroupMathematicsStatistical physicsPhysicsPure mathematicsStochastic processStatisticsSpectral Theory in Mathematical PhysicsMathematical Dynamics and FractalsAdvanced Mathematical Modeling in Engineering