On the eigenfunctions of the complex Ornstein-Uhlenbeck operators

DOI10.1215/21562261-2693451zbMath1310.60073arXiv1209.4990OpenAlexW3099087545MaRDI QIDQ2258611

Yanyan Li

Publication date: 26 February 2015

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4990

zbMATH Keywords

eigenfunctionscomplex-valued Ornstein-Uhlenbeck processHermite-Laguerre-Itō polynomialsMehler summation formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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