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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

Cite this: JUSTC, 2016, 46(11): 883-886
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: June 10, 2016
  • Revised Date: October 17, 2016
  • Accepted Date: October 17, 2016
  • Published Date: November 29, 2016
    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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