English

On the 1-dimensional complex Ornstein-Uhlenbeck operator

Probability 2017-04-24 v1

Abstract

We show that for any fixed θ(π2,0)(0,π2)\theta\in(-\frac{\pi}{2},\,0)\cup (0,\,\frac{\pi}{2}), the 1-dimensional complex Ornstein-Uhlenbeck operator \begin{equation*} \tilde{\mathcal{L}}_{\theta}= 4\cos\theta \frac{\partial^2}{\partial z\partial \bar{z}}-e^{\mi\theta} z \frac{\partial}{\partial z}-e^{-\mi\theta}\bar{z} \frac{\partial}{\partial \bar{z}}, \end{equation*} is a normal (but nonsymmetric) diffusion operator.

Keywords

Cite

@article{arxiv.1704.06583,
  title  = {On the 1-dimensional complex Ornstein-Uhlenbeck operator},
  author = {Yong Chen},
  journal= {arXiv preprint arXiv:1704.06583},
  year   = {2017}
}

Comments

16page

R2 v1 2026-06-22T19:23:55.919Z