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Surface measures and convergence of the Ornstein-Uhlenbeck semigroup in Wiener spaces
Surface measures convergence of the Ornstein-Uhlenbeck semigroup Wiener spaces
2010/11/26
We study points of density 1/2 of sets of finite perimeter in infinite-dimensional Gaussian spaces and prove that, as in the finite-dimensional theory, the surface measure is concentrated on this clas...
q-invariant functions for some generalizations of the Ornstein-Uhlenbeck semigroup
Invariant functions generalized Ornstein-Uhlenbeck processes first exit times special functions
2009/6/12
We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q > 0, maps the convex cone of the 1-invariant functions for a self-similar semigro...