On diffusion semigroups preserving the log-concavity (Q5949998)
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scientific article; zbMATH DE number 1679367
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English | On diffusion semigroups preserving the log-concavity |
scientific article; zbMATH DE number 1679367 |
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On diffusion semigroups preserving the log-concavity (English)
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10 June 2002
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Let \(\sum_{i,j=1}^{n} {a_{ij}\partial_i\partial_j} +\sum_{i=1}^{n}\beta_i\partial_i\), \(a_{ij},\beta_i\in C^{2+\delta}_{\text{loc}}({\mathbb R}^n)\), \(\delta>0\), be the generator of the one-parameter semigroup \(T(t)\) which preserves the log-concavity. It is proved that the matrix \((a_{ij})\) is constant and the vector \((\beta_i)\) is an affine mapping.
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one-parameter semigroup
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log-concavity
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affine mapping
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