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On the equation μ = Stμ * μt

  • Fangjun Xu*Email author
Chapter
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Part of the Lecture Notes in Mathematics book series (LNM, volume 1979)

Abstract

We discuss solutions of equation μ = S t μ*μ t and study their structure. The relationship with Ornstein-Uhlenbeck processes will also be considered.

Key words

C0‐semigroup Infinitely divisible Mehler semigroup Ornstein-Uhlenbeck processes 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of ConnecticutUnit 3009 StorrsUSA

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