Large diffusion expansion of the transition kernel of the L\'evy Ornstein-Uhlenbeck process
Mathematical Physics
2011-04-11 v2 math.MP
Abstract
In this paper we study the L\'evy Ornstein- Uhlenbeck equation . The transition kernel of the L\'evy Ornstein- Uhlenbeck process is given by a series which is not convergent in general, a large diffusion expansion of the transition kernel of the L\'evy Ornstein- Uhlenbeck process will be given as well. The obtained series can be re-expressed in terms of generalized Feynman graphs and Feynman rules.
Keywords
Cite
@article{arxiv.1004.2424,
title = {Large diffusion expansion of the transition kernel of the L\'evy Ornstein-Uhlenbeck process},
author = {Boubaker Smii},
journal= {arXiv preprint arXiv:1004.2424},
year = {2011}
}
Comments
12 pages, This paper has been withdrawn by the author due to a crucial sign error in page5