On the 1-dimensional complex Ornstein-Uhlenbeck operator
Probability
2017-04-24 v1
Abstract
We show that for any fixed , 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.
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