Invariance of Gaussian RKHSs under Koopman operators of stochastic differential equations with constant matrix coefficients

Friedrich Philipp, Manuel Schaller, Karl Worthmann +2

We consider the Koopman operator semigroup $(K^t{)}_{t\ge 0}$ associated with stochastic differential equations of the form $d{X}_t=A{X}_{t}dt+Bd{W}_t$ with constant matrices $A$ and…