q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup

zbMath1168.60011arXiv0801.2111MaRDI QIDQ3623873

Pierre Patie

Publication date: 27 April 2009

Full work available at URL: https://arxiv.org/abs/0801.2111

zbMATH Keywords

Ornstein-Uhlenbeck processspecial functionsinvariant functionfirst exit time

Mathematics Subject Classification ID

Gaussian processes (60G15) Modular representations and characters (20C20) Mittag-Leffler functions and generalizations (33E12) Self-similar stochastic processes (60G18) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)

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