On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
主 题: On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
报告人: 陈勇 博士 （湖南科技大学）
时 间: 2011-12-20 14:30-15:30
地 点: 理科一号楼 1303
Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present an alternative natural way to imply the Ito-Laguerre polynomials. We show that it is exactly the associated eigenfunctions of the 2-dimensional normal Ornstein-Uhlenbeck operators in $L^2$ space. In addition, the Mehler summation formula for the complex Ornstein-Uhlenbeck are shown.
