ISSN 0253-2778

CN 34-1054/N

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A direct proof of Mehlers formula for the Ornstein-Uhlenbeck semigroup

  • School of Mathematical Sciences, University of Science and Technology of China, Hefei 230026, China

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https://doi.org/10.3969/j.issn.0253-2778.2016.11.001
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  • Author Bio:

    ZHANG Qihao, male, born in 1991, master. Research field: Probability measure. E-mail: zqhzqh@mail.ustc.edu.cn

  • Received Date: 11 June 2016
  • Accepted Date: 18 October 2016
  • Rev Recd Date: 18 October 2016
  • Publish Date: 30 November 2016
    Abstract

  • Abstract

    A direct proof of Mehlers formula for the Ornstein-Uhlenbeck semigroup was given using an integral representation of the Hermite polynomials.

    Abstract

    A direct proof of Mehlers formula for the Ornstein-Uhlenbeck semigroup was given using an integral representation of the Hermite polynomials.
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