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math.PR2012
On the Jordan decomposition for a class of non-symmetric Ornstein-Uhlenbeck operators
Yong Chen, Ying Li
In this paper, we calculate the Jordan decomposition (or say, the Jordan canonical form) for a class of non-symmetric Ornstein-Uhlenbeck operators with the drift coefficient matrix…
math.PR2012★ 14 cited
On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
Yong Chen, Yong Liu
Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present two natural ways to imply the associated eigenfunctions of the 2-dimensional normal Ornstein-U…